It never fails, every time I jump in the water to begin my dive I have to pee! And I have to pee three or four times during the dive. Just once, I would like to have a no pee dive. Do not laugh, the answer may be more complicated than you think.
The answer to this dilemma is actually physiological rather than psychological. The phenomenon of technical term is immersion diuresis. It occurs when the body is completely covered with water and its effects are increased significantly when the body is placed underwater and under pressure at the same time.
Immersion, along with a water temperature that is colder than the air, causes narrowing of the blood vessels in the arms, legs, hand, and feet. This vasoconstriction occurs primarily in the skin and the beneficial tissues of the body, but also occurs in the large muscles of the arms and legs.
The net result: A reduced blood supply in the skin and the muscles of the extremities. However your heart continues the pump the same amount of blood which causes an increased volume of blood to be sent to the central organs of the body such as the heart, lungs, and large internal blood vessels.
The hormone that controls the production on urine by the kidneys is called the antidiuretic hormone (ADH). It is this hormone that controls when and how much urine your kidneys produce. The increased blood volume to the major vessel is interpreted by the body as a fluid overload. This overload causes ADH production to stop, which in turn allows the kidneys to immediately produce urine to lower the centrally circulating blood volume – the body's automatic response to regulate the amount of fluid or blood volume.
The problem is that, once we've fooled our bodies into thinking that we have lots and lots of fluid, we get out of the water. Then the circulating blood volume returns to near normal – less the fluid taken to produce the urine and that fluid that has been voided. The body takes steps to quickly replace the lost fluid and draws from body tissues. This action causes the body to sense a low volume and it craves fluids. So, you drink a bunch of water, which makes the problem even worse on the next dive.
Since we are all subject to the same physics and physiology underwater, it is natural and completely normal to feel the need to pee while diving. In fact, if you do not feel the need you are probably dehydrated to the point that you should not be diving in the first place.