Anxiety Treatment Medications Psychotherapy and medication may help those suffering from anxiety disorders. Benzodiazepines like Xanax, Klonopin, and Valium are used to combat anxiety. Antidepressants are also used to alleviate anxiety. SSRIs such as citalopram (Celexa) and fluoxetine (Prozac) are effective in preventing nerve cells in the brain from absorbing