I'm not certain how old you are, but I was in my mid 20's when I learned that for myself, I couldn't have a friend with benefits (FWB), without getting emotionally involved with the lady. It sounds to me like you are going through the same thing, that you had a physical relationship with this lady, and now you are emotionally entangled.
If this is just situational anxiety, and not an anxiety disorder such as GAD, time will heal your wounds. If you are suffering with a more severe form of anxiety, I would suggest that you consider seeing a therapist, and discuss options available to you.
The very best to you, Jhon!... Chuck