Hi Sanju,
I dont think that weight lifting itself is causing your attacks of anxiety. Since you feel it the day or two following the workout. You might feel your muscles ache from the lifting and get the what if thoughts. Or what I personally have noticed, is when I do some exposure therapy, rather it being a brisk walk for a mile, or any other achievement, Im on cloud nine the rest of the day. Then a day or two later, seems I get down, little anxiety pops in. I think its the adreneline rush we get, or endorphine release that gives us the natural high, on those good days. And we experience some kind of overload from it, and get puny feeling, since I dont get the continuous wonderful days to get that natural high, or at least I get them. But same as you, few days later, Im back to trying it again.
Trish