I have not found any studies carried out regarding a classical conditioning to increase blood glucose before exercise.
However, if you do not have enough insulin available, due to diabetes for example, blood glucose levels sometimes actually go up during and after physical activity, causing the levels to be too high (hyperglycemia).
Exercise can trigger the body to release stress hormones, like adrenaline and cortisol. Adrenaline can stimulate the liver and the adrenal glands to release glucose and cortisol which makes you more resistant to insulin. Strenuous activity, like competitive sports, can trigger even more stress hormones, in which case blood glucose usually increases.
Basically, stimulated by the demand from your exercising muscles, your body is pouring glucose into your bloodstream.
On the flip side, diabetic people also need to be wary of hypos. Low blood sugar, hypoglycemia, can occur during or after exercise when the body has used a high level of its stored sugar (glycogen).
People taking glucose lowering medications should be aware of the risk of hypoglycemia that sport can present.
Sport can cause the body to be more sensitive to insulin for up to 48 hours after exercising and people on insulin may need to take this account, particularly when next going to sleep after exercise to avoid hypos during the night (source: Diabetes UK).
This is why diabetic people need to constantly monitor their blood glucose levels before, during and after exercise.
Let's look at the hypothesis you put forward. Unless you eat a high sugar food before exercise, what would cause your levels to rise?
@Jan in the comments puts forward a good hypothesis that activating the fight/flight response could increase your blood glucose levels in the same way exercise can.
Remember that an increase in adrenaline can stimulate the liver and the adrenal glands to release glucose and cortisol. If you activate your fight/flight response, you can therefore increase blood glucose levels. This is in order for the muscles to have enough energy for you to flee from danger.
This also highlights further problems for diabetic people to be wary of when under extended periods of stress and anxiety.
If you look at this question and answer from Psychology & Neuroscience, you can see that watching a horror movie can activate your fight/flight response, so can remembering a scene from a horror movie, replaying it in your head. You may need to be cautious using the fight/flight response regularly though.
Over the years, researchers have learned not only how and why these reactions occur, but have also gained insight into the long-term effects chronic stress has on physical and psychological health. Over time, repeated activation of the stress response takes a toll on the body. Research suggests that chronic stress contributes to high blood pressure, promotes the formation of artery-clogging deposits, and causes brain changes that may contribute to anxiety, depression, and addiction (source: Harvard Medical School).