What kind of anxiety?
I was born unable to really speak, and from there became a selective mute, eventually through effort, I was able to more freely speak, however, the years of just being unable to speak, and being pushed around once I could, what little I could, caused really bad social anxiety to form. For me stress causes me to be physically ill, so I had to leave school when I was young, because I would be so bad off, I'd even gotten to the point where I started coughing blood, waking up unable to breathe, and would have, at times crippling stomach pain.
Now, I have a job, and when I speak people would say they would never even think I ever had a problem with it. I am an acolyte of the church. Etc. But how did I get there?
It was simply through challenging myself. A therapist, or group therapy can help, but in general its completely up to you. Think of the things you want, the goals you want to achieve, and make steps towards them. If you have problems socially, challenge yourself to make phone calls, to join a club or something like a sunday school/bible study, and be okay where you are now, but have the hunger to improve. Don't beat yourself up, if you cannot contribute to the conversations at first. You'll find the more you do something, the easier it'll become. Talk to yourself in a mirror. Learn another language for fun.
You're the one thing in your life you can control. Focus on your three foot world. This is true for any fear or anxiety problem. If you are afraid of swimming, start by submerging your feet in water, not jumping into the ocean. Don't focus on big goals. Set something simple. Do the small stuff, and the big things will follow.
Most of all, learn to love and appreciate yourself. A lot of problems stem from lack of self-confidence. Don't be wanting to deal with your anxiety because you think you're a failure if you don't or something like that. Want to do it to better yourself. As you would feel about learning any new skill.
Since you are on a Christian forum, have faith. The lord has given you these challenges because he trusts you to share in his suffering, and overcome it, and thus temper your spirit.