Student, who is not good at sports and also anxious to it!

I am teaching at kind of school, where the kids are from 15 to about 20 years. My subjuect is sport! Boys and girls are devided into two groups. Therefore no problem about that.

Quite a while i am teaching a class, in which is a girl. She causes me some sorrows and that is why i am writing to you.

I would be very glad if you could help me.

So now that i have told you some facts. Here is my problem:
The girl is paying attention to my lessons, she is taking part ALL the time and tries to do everything. She helps me to take all the balls and so on. She also never complains. She does everything.

BUT: She is not very good at it! And that seems to be a big problem to her. She is also very anxious, as i already told you. This also seems to be difficult to her. I would like to help her, but she does not tell me, why she is afraid. Just if I ask her, would it be better, if you had not to do this exercise. She says Yes, would be kind ouf you. She is anxious - know it but just does not can say it to me. do not know why.

That is the first part.
I would like to know, what would you do:
Sould I talk to her?
Should i help her in direct way?
Or would it be better to do it indirectly?

Then the second point:
It seems like she would not be glad with the situtation in her class.
If there is any exercise to do in pairs. She is alone, because noone wants to do it with her.
And if we are playing some games, she is elected in the end.
She is very sad about that.

Do you know what to do in both situations?
Please tell me, maybe you have made such an experience on your own.