Whatever diet you're following if you are excercising in the gym as well you should always try to eat a high-protein meal as soon after finishing as possible.
Low-fat and low-carb is good so something like chicken or fish or quorn with maybe a green leaf salad. Worst case scenario get some protein shake mix from a health food shop.
But Irish Mum is right, it sounds like you may be pushing yourself way too hard for the number of calories you are having. You should think about upping your calorie intake on the days you are training at the very least.