Can you do strenuous exercise if you have OCD or anxiety disorder?

I have OCD and anxiety and take medication. I joined a gym and I find that strenuous exercises stresses me out. I want to get into weightlifting but it is too mentally stressing. Doing cardio exercises is even more stressing because it makes my heart race. I should definitely be doing this because I'm overweight. Does anyone with OCD or anxiety disorders find it hard to do strenuous exercises.