In my opinion it is very important to have a proper bankroll
management to keep your anxiety and nervosity low. Nevertheless, some tension in your game can be vital. Especially, when you are playing a long tournament. This will keep you awake.
But if you have problems with anxiety in general in your life, it could make really sense to visit a therapist about this. There are several methods to keep the anxiety or even panics down, like just to take a deep breath during the day again and again.
Observing how high is your stress level at the moment and trying to reduce this by focusing on the breath. You can condition yourself about this by exercising this.
The simple fact is, that you can't feel anxiety or panics, when you are relaxed.