As someone who’s underweight is it better to stop going to the gym and focus on eating more?

I’m 5”5 110lb 23yr old man and I’ve been trying to eat more but I feel like the gym is just making me lose the calories I just ate also on top of that my job involves a lot of walking/running around. I feel like I may be in a calorie deficit or just barely maintaining, which means my body isn’t getting enough to grow — and might actually be breaking muscle down for energy.

Was thinking even reducing my gym time to 2-3 times a week and just eating as much as I can. I also tend to get full super easily.