Anxiety ruining sex

I have horrible anxiety, that isn't very well controlled. Some times when I'm having sex with my fiancé and I get close to an orgasm (doesn't happen often for me), I have a panic attack. I'm not sure if it's just because of the overwhleming sensations or what but I'm so over it. My doctor has no advice for me. Anyone have any suggestions as to how to avoid panic and achieve climax? Honestly, I'm to the point I don't want to have sex because of this.