Iron is an interesting subject. Most men do not need iron in their diet...BUT, it is possible. However I would not start taking iron due to possibility of reaching toxic levels pretty quickly for men. If you feel that you are missing some sort of nutritional issue you may want to see a doctor to get a complete physical to determine that and not try to second guess a problem which could make matters worse. If you feel that iron may be an issue then get it by eating the right food(s) and not from a pill because men don't need as much iron as a pill will provide UNLESS the doctor says you need a pill.
It could be something simple like not enough calories being taken in for what is be expended, you could be especially prone to this since you've been on a diet for a year and are afraid to take in more calories for fear of gaining weight.
AGAIN, you should see a doctor if your worried about any of this, and be sure to tell the doc what your issues are while exercising so he can narrow in on those problems and try to find something.