Is it weird that I'm too nervous to work out with the guy I'm dating?

I know that everyone always talks about the importance of having a workout buddy but for some reason I’m super self conscious and prefer to exercise alone. I started seeing a great guy a couple of months ago and he’s very into fitness. I’ve recently joined a gym as well and while I’m not in bad shape, he’s certainly leaps and strides ahead of me.

He keeps asking if I want to go for a run with him or something. While I hate to be neurotic, I just really don’t want him to see me struggle. When I get nervous or uncomfortable it’s hard for me to focus on my workout and I just feel better either being by myself or at the gym where people don’t know me. (And there’s people in far worse shape than me so I fall somewhere in the middle. :p)

Has anyone else ever been in a similar predicament? I hope he doesn’t think I’m just being lazy or making excuses. I still go to the gym several times a week by myself. He’s a very mellow, non-competitive sort but I still get so nervous!