Gym class can be it's own brand of torture...
- There's the student's performance in the sport or skill,
- There's being picked (or not) for teams,
- There's locker room comparisons and comments on physical characteristics,
- Hopefully there's no one taking photos in the locker room.

You may want to see if you can help him pinpoint the thing(s) which are are anxiety triggers. Possibly reviewing his day with him, walking through his day at home and learning what transpired and how he felt at each point?

Adding a link to the related on counselors as there is fluid conversation between these two threads.