Digital health interventions that involve monitoring patient behaviour increasingly benefit from improvements in sensor technology. Eye tracking in particular can provide useful information for psychotherapy but an effective method to extract this information is currently missing. We propose a method to analyse natural gaze behaviour during exposure exercises for obsessive-compulsive disorder (OCD). At the core of our method is a neural network to detect fixations based on gaze patch similarities. Detected fixations are clustered into exposure-relevant, therapist, and other locations and corresponding eye movement metrics are correlated with subjective stress reported during exposure. We evaluate our method on gaze and stress data recorded during video-based psychotherapy of four adolescents with OCD. We found that fixation duration onto exposure-relevant locations consistently increases with the perceived stress level as opposed to fixations onto other locations. Fixation behaviour towards the therapist varied largely between patients. Taken together, our results not only demonstrate the effectiveness of our method for analysing natural gaze behaviour during exposure sessions. The fixation analysis shows that patients allocate more attention towards exposure-related objects under higher stress levels, suggesting higher mental load. As such, providing feedback on fixation behaviour holds significant promise to support therapists in monitoring intensity of exposure exercises.