This mental state can also cause various physical reactions and symptoms which can actually become quite a bit to deal with on a regular basis. In fact, there are people who actually feel that they are getting a heart attack, or they are at the verge of dying. What Happens During an Anxiety Attack Almost each of us have had an anxiety attack at some point of life. However, if it is something that is disturbing your daily lifestyle and the people around you, then you sure are suffering from an anxiety attack. So, how does one feel during an anxiety attack? Well, people who have been through this, say that it is a moment that never leaves you.