I think you should consider therapy with a psychologist who specializes in anxiety treatment -- most don't. I mean, if you're at the point where you're scared to have sex, you need help. I don't think you're at a point where you need medication, but your psychologist can counsel you on this when you get going on therapy. Don't let this become a chronic problem whatever you choose to do, but do try and find a way to stop thinking this way.
What about treating your anxiety? This would make sense to me. Anxiety is treatable. Medication is very effective and best suited to be given in conjunction with talk therapy. So this is the path that would probably solve this issue the best. good luck