When the bladder leaks during a time of physical stress (coughing, laughing, sneezing, etc.) it is called stress urinary incontinence (SUI). This may be what you're experiencing. You could try doing pelvic floor exercises (often called Kegels), and you could also try an elimination diet to take any bladder irritants out of your diet. If those things don't work, you can talk to your doctor about other treatments, including surgery.