Improved in practice, worse in matches. Is this really just mental?

I’ve recently started training with one of the best players from my country, and I genuinely feel like my game has improved a lot in practice.

The weird part is that I’m getting worse in matches. I seem to lose more than before, and it’s driving me crazy. Today I even started feeling sick after just a few points went against me… in an amateur match.
I try to reset mentally after bad points, but people keep telling me it’s “just a mental game issue.” That’s frustrating because it doesn’t feel like something you can fix overnight.

Have any of you gone through something similar? Was it really a mental issue, or was something else going on? How do you stay composed and play your actual level in matches?