I have severe asthma that is not under control but I want to lose weight. Every time I exercise I have an asthma attack what can I do?

Gain asthma control. Congratulations on wanting to exercise and lose weight! see an asthma expert such as allergist or pulmonologist. There are many medications available, strategies to avoid triggers and evaluations to check for other issues that worsen asthma to get you back on track. Don't give up on exercise!
Preventive medicine. Often, taking your rescue inhaler before your exericise works. Check with your physician before you try it.