Anti-depressants sometimes help with anxiety, too. The class of drugs known as Benzodiazepines (benzos), tranquilizers, are usually reserved specifically for anxiety that is severe and/or intractable. It's important to take either type of drug exactly as prescribed and report any side effects that are persistent or troubling to your doctor. Anti-depressants usually take time to work as compared to benzos that offer immediate relief but can have withdrawal symptoms when discontinued (after long-term use). Therapy is often combined with medication for depression or anxiety, and there are techniques you can learn to lessen or shorten your periods of feeling anxious, one of which is Cognitive Behavioral Therapy (CBT).