You’re walking down the street, driving along the highway, or enjoying a movie when suddenly, for no apparent reason, you feel lightheaded, your heart is pounding, and you feel as if you’re losing your mind or going to die. If you have had that experience, then you know what a panic attack is. If the feelings occur again, they may begin to form a pattern—a frightening pattern. Even if it never recurs, the anticipatory fear can be as terrifying as a panic attack itself.

The fear during a...