You definitely need to see your doctor. There are several conditions that can cause breathing difficulty, and they tend to cause anxiety. They are also made worse by anxiety. It is possible that all of this is due to anxiety, however, that doesn't mean that what you are feeling is "all in your head." It's still real. Seeing your doctor is the first step to ruling out a more serious condition, like asthma.
You may be experiencing panic attacks as well. Your doctor can help you figure this out. If you are experiencing panic, the best way to deal with it is just to get through it and accept it. The more you fight it and tell yourself "I can't breathe," the worse it will get. When you accept it and realize it's anxiety and cannot hurt you, it is no longer fueled by your fear and it will go away (this is assuming that you don't have an underlying condition like asthma).
In the meantime, try to spend a couple a minutes a day meditating (laying down or sitting in a chair and taking slow, calming breaths to help relieve stress). It sounds like you are in a stressful situation right now. If anything starts to get worse, seek emergency help when needed.