Has anyone had this problem?

Recently when I've been working out or doing any sort of strenuous exercise I will become dizzy, weak, and nauseous. I am a vegetarian and so I immediately thought I was anemic. I went to the doctor and got a bunch of chemistry tests (including iron, Na, and K) as well as an ECG. All of these tests came back normal but my doctor never called me for a follow-up appointment, I still have no idea what's wrong with me. Has this happened to any of you before or does anyone have any suggestions? Thanks!