Ankle problems WHILST exercising

Hello there,
I really hope someone can help me because its urgent as I am not willing to give up exercising.

Whenever I perform exercises such as aerobics and step, I get a very deep pain starting from the ankle and going up to the shin. (left leg/foot only)
I really dont understand why this happens and after I finish exercise, its back to normal again.

I always stretch and I the pain feels much deeper than the muscle.

I really hope someone can help me as Im really not willing to give up exercising and today I had to walk out of the gym within 15 mins due to this pain =((

Thankyou very much in advance

Selina