The physical symptoms of an anxiety or panic attack, such as rapid breathing, chest pains and pins and needles are very similar to those of a heart attack, therefore it is not unusual for people to convince themselves that they are about to die. This is not the case. Nobody has died of a panic attack. It is simply the body reacting to increased adrenalin caused by panic. Anxiety is not life threatening. It is unpleasant, but not harmful.