It's not uncommon nor unnatural to experience anxiety during sex. The trouble is that if anxiety negatively affects your activities, it only causes further anxiety. Break the cycle by removing the finish line from the equation.
Men's blog Ask Men touches on a method of overcoming psychological hangups in the bedroom that can actually help anyone: stop focusing on intercourse and orgasms and simply do what feels good. Not just what feels good sexually, but anything. Trade massages with your partner, masturbate together/in the same room, or even do something as simple as hugging.
This concept actually comes from what's known as sensate focus exercises, a sex therapy technique. While these exercises can sometimes be guided in a professional setting, the idea boils down to something anyone can do at home. Explore your partner:
The first step to practising sensate focus is to set up the right environment. A couple might use candles, play soft music, take a bath beforehand, or do whatever else makes them feel relaxed and comfortable. Couples should undress. One partner - who we will call the 'touchee' - lies down on a bed (or other designated space) in a comfortable position, on his or her stomach, back or side. The other partner will take the role of the 'toucher'. Later, the partners will switch positions.
The toucher begins by exploring his or her partner's body. The toucher should not specifically try to sexually arouse the receiver. The toucher should merely explore, touching many parts of the receiver's body, noticing the various textures and sensitivities. During the early phases of sensate focus, the toucher does not try to sexually arouse the receiver. This helps eliminate performance anxiety and the pressure of reaching the goal of orgasm. The receiver should make suggestions to the toucher, telling his or her partner what feels good and what is uncomfortable. The toucher should also remember to ask for feedback from the receiver. Remember this exercise is about communication. After doing this sensate focus exercise for several minutes, the partners should switch roles.
Of course, sensate focus exercises aren't a magic cure-all for any unfavorable sexual condition. Getting over psychological hangups won't fix physical impairments, but it can help. No matter what the issue is, talk about it with your partner.