For anxiety I tend to follow structures approaches, one of them is call the work of worrying.
So you walk through what is causing your anxiety, think up of realistic worse scenarios and back up plans.
For example. This anxious thought.
OMG I can't do anything, people are going to find out that I'm not good enough at my job. I'm going to get fired next week!
1 What is the worse thing that can happen?
They find out and my manager takes me aside for a talk about performance. I might get put on a Performance Improvement Plan (PiP)
2 How would I react if the worse thing did happen? How will I cope? and then ?
Hyper-ventilate, lash out, become depressed and consider leaving the career. Realize that life is not just about the job, and that all set backs are temporary. Anxiety included, so I will find friends, find forums, and others who have been in my situation to ask for help.
3 How would I lessen the pain so I can get on with my life? How would I go through forgiving myself, learning, and returning to the task / life / minimize time outside of task?
Find the reasons that I am falling behind. Forgive myself for only being human. Stop comparing my performance to others and focus on improving myself day by day. Consider the possibility that this job is not for me, and that I may need to pursue more education, find a job that suits my skill level.
4 What alternatives do I have? Have I set myself up for failure or success? Am I demanding too much out of myself?
Go back to school, adjust expectations to realistic levels. If Anxiety is chronic, think about getting a professional to help develop better coping skills. Realize that programming is a tough career relative to pay, that I might not be able to become one of those casual devs (foosball playing, pingponging) just yet. Look for alternative job searches, or take a break.
5 What can I do now to lessen the chance of the worse happening?
Well since I have not been put on a PiP I can ask my manager during 1 on 1s to determine a path to success. I should locate a mentor within my organization to help traverse the waters.
6 Is there anything that I can do NOW that will increase my chances of achieving my goal?
Asking for help on forums, find time with friends to destress. Get a workout schedule, as I may be the type that need a lot of physical exercise to destress from work.
Find people to ask for help on my work.
Anxiety could be caused by unwanted thoughts, and when you are tired from working 8 hours a day, you might not be able to summon up the correct energy to combat them. So write them down, have a detailed plan so you can reflect upon actions and not have to be caught up on the thinking all the time.
I find that this works well for me in combination with meditation and 2 hours of workout a week.