“What is the best therapy for anxiety?”

First, you can try yoga exercises, meditation, and trying to recognize what causes the anxiety. Next go step by step with different approaches before you try medication.

That's a question I hear often that doesn't have an easy answer. The long-term solution requires very deliberate and consistent changes to your mental process. I recommend seeking help by way of a certified therapist, many of which practice Cognitive Behavioral Therapy, or CBT. CBT is known to be a very effective process that focuses on your thoughts/anxiety (the cognitive portion) and changing how you react to them (the behavior part). It can be a long process, but the length of time from start to results is decreased the more you practice, and it certainly takes practice.

Beyond this, short-term solutions can include medication, and there is no shame in making use of this tool in the short term. These medications can have side effects, so I recommend consulting your family practice provider about this for more detail. In my experience, both are viable options, but long-term change will almost certainly require work on the cognitive-behavioral chain. Both often work better together than either separately. Don't be afraid to ask for help. This problem is much more common than anyone your age will let on. It gets better.

The most general but best answer is a combination of psychotherapy or talk therapy combined with attention to psychiatric nutrition or certain nutritional supplements that come from the natural world; and when those 2 issues and other lifestyle issues such as exercise have been attempted then often medication is worthwhile to explore

See this link..
https://www.mayoclinic.org/diseases-conditions/social-anxiety-disorder/diagnosis-treatment/drc-20353567