Breathing problems are pretty common with anxiety. I go through it when I'm very anxious. Have you tried the Xanax yet? If so, did your breathing get better or did it stay the same? If it got better that's a pretty good indicator that you have anxiety. If your still concerned it may be something else then ask your Dr about seeing a Pulmonary specialist.
The doctor did give me medication he gave me xanax.
I have anxiety. And I don't understand, First off, why your DR. told you that you have anxiety, but yet, didn't give you anything for it....or did he? well, I know they have medicine for it. I don't take anything for mine, b/c mine isn't all that bad yet, (it depends on the actual situation that's causing me to have anxiety). But I have been offered something for it. So, have a talk with your DR. about that. Second of all, Do you know what it is that causes you to have these attacks? Because sometimes (just sometimes), It's possible for you to be able to control it on your own. I don't know you, or your situation, so I can't say. But Hey! I am here for you to talk to!!! Until then....Pay ur Doc a visit! Good Luck!