The absolute best thing I ever did for anxiety is read up on, and practice Acceptance and Commitment Therapy, along with daily meditation.
I used to have panic attacks daily, and especially at night leading to really bad insomnia.
My doc prescribed me the usual anti-depressant/anxiolytics and they definitely helped but did not 'cure' me.
Anxiety and depression I've truly come to believe are largely mental and emotional problems, at least for me. When I changed my perspective on my anxiety by allowing it to exist without trying to control it, it immediately abated to a very low level. I highly suggest looking up Barry Mcdonagh and his DARE program, changed my life.
With that being said, paying attention to proper diet and especially gut health has also worked wonders for me. Along with proper training, just enough but not so much as to have cortisol through the roof all the time (a huge contributor to anxiety imo).
Sorry for the long post, hope this helps.