Research has shown that both moderate and strenuous exercise reduces symptoms of anxiety, even when it’s been chronic. Interestingly, the more intense people exercise, the greater their improvement.  Depression has also been shown to improve with activity.  The key is that you have to keep it going on a regular basis (a few times a week) for several months, though any exercise is better than less or none.  It’s also true that exercise alone can’t solve all issues.

Perhaps circumstantial factors are also playing a part in creating or maintaining the anxiety (or depression); then other interventions (changing your circumstances, meds, counseling…) may also be needed. The point is to not just suffer with negative psychological problems, but to take action and do something about them, knowing that you’ll succeed with ongoing effort.
https://neurosciencenews.com/anxiety-exercise-19619/