I am afraid of harmless moths, is this normal?

So, there's a moth in my room. A normal sized moth that is harmless. I've spent an hour trying to catch it but always fail because I'm afraid of it and I'm alone. Every time it starts flying after I miss my cloth throw I freak out and I don't know what to do! I've moved to the living room for the night, because I can't enter my room without feeling skittish. I don't know where it is now and last time I saw it, it was near my bed. I'm too afraid to check under the bed.
I don't know why I feel like this, it happens to me when I see any kind of insect. Is this normal???
Also I have no idea how Im supposed to catch the moth, I actually don't want to kill it