Absolutely. Before I got my anxiety under control with medication, I would notice an increase in anxious symptoms (fast heartbeat, no appetite, nausea, etc) a few days before my period. I don't notice anything anymore now that I've been on meds for ~5 months. I did a lot of research about it and found that many women have reported the same thing.
Make sure to bring it up with your counselor tomorrow. Perhaps he/she will have some tips on how to ride through the monthly heightened anxiety.