Everybody is different, and the cause of your anxiety is important. If it's caused by bill collectors are banging on your door, it won't help. But if you're just a nervous person, give it a shot. I'd start with a high CBD strain and take it easy to start. Don't go smoking a whole joint. A couple tokes will do.
Start slow until you figure it out, and stay away from edibles until you do.
Good luck.