Hello,
Welcome to the ehealthforum and I am really glad to help you out.
What you seem to be having is stress incontinence. Stress incontinence occurs when there is loss of urine if there is pressure/ stress on the bladder.
This occurs in coughing, sneezing, laughing, exercising or lifting something heavy. It occurs as a consequence of weak pelvic floor muscles.
Management includes pelvic floor muscle exercises involve Kegel's exercises to strengthen the pelvic floor.
Other management measures include vaginal coning exercises, pessaries and lastly, surgery. Please do consult a urologist for the same.
It is very difficult to precisely confirm a diagnosis without examination and investigations and the answer is based on the medical information provided.
For exact diagnosis, you are requested to consult your doctor. I sincerely hope that helps. Take care.