There is a difference between anxiety and fear. Fear is an adaptive response to situations that are threatening. For instance, it is very useful for a person to feel afraid - i.e., to have the flight response activated - when encountering a dangerous individual or animal.
Anxiety is usually more free floating and is based on an expectation of future threat. Sometimes the future threat is based on reality, and warrants some anxiety, other times it is not based on reality. Unfortunately, it's hard for the brain to tell the difference between a real and perceived threat. So it errs on the side of caution and may trigger the anxious response even when no real threat is evident.
People perceive things as threatening for many different reasons. One person might anticipate looking foolish in front of others (fear of rejection) and thus feel very anxious in social situations. Is the threat real in this situation? Or could it be more of a misinterpretation of the situation? Or, perhaps some combination of both? Another person might feel worried and anxious about many things (generalized anxiety). In this case, it is unlikely that all of these worrysome things are truly threatining, but the person has become habitually worried about them. Another person yet has been traumatized and their brain is stuck in that trauma, which is consistently re-triggered in their current circumstances.
As you can see, not all "anxieties" are the same. Neither is treatment the same for each variety. Yet, some common aspects to effective treatment include learning how how to relax the mind and body more effectively in various situations, and then to learn how to re-evaluate the current situation without misinterpreting things quite as easily. This often includes dealing with the root reasons why the anxiety is there.
If you would like more information about anxiety or how to treat it, please don't hesitate to contact me.