anxiety medication

So I have been going to therapy for almost 1 year. My therapist believes 100% I have anxiety, she has taught me some ways to relax and take my mind off things but lately it's becoming worse, she can write prescriptions if need be. I told my husband I'd like to make an appointment with our family doctor to see if medicine would work for me and all the information I'd need. He told me "you don't need pills, enough of the population believes they have anxiety when they don't they just want attention. You need to exercise and lose weight and be outside. That would help with your anxiety" and that's the thing... Every damn time I go to the gym I have anxiety, anxiety someone is watching me, or believing I'm being judged or believing I'm not good enough to be in the gym. I also don't believe what he says is true.. I work 5 days a week 8:30-5:00 as a barber. I'm on my feet a lot. I eat right and I don't eat out often. I would say I eat more veggies and fruits and take vitamins. Should I not look into medication if my anxiety doesn't help me day to day?