Anxiety is an emotion characterized by an unpleasant state of inner turmoil, often accompanied by nervous behavior,rather its more of psychosomatic disease. It is distinguished from fear, which is an appropriate cognitive and emotional response to a perceived threat. Anxiety is related to the specific behaviors of fight-or-flight responses, defensive behavior or escape. It occurs in situations only perceived as uncontrollable or unavoidable, but not realistically so.

Through NLP we can help a person to help him understand his Thought patterns, as how they have organized their thoughts . We have
DDG {Delete-Distort-Generalize}Filter placed within ourselves, which allows only information which is perceived by our subconscious mind to enter in our Brain. Which later becomes our belief. NLP helps a person to live a new life . NLP is not a cure or a magic bullet, but it can help you with managing anxiety so that you can live your life in a more productive manner.
There are some great NLP tools you can use to better manage your anxiety such as:

Altering the Submodalities
Using Trance or Relaxation Anchors.

You can also checkout one of the videos on patterns I have used for Anxiety Removal for one of my Workshop attendees.