Anxiety Treatment Medications People with anxiety disorders often improve by undergoing psychotherapy and taking medication. The medications used to treat anxiety include benzodiazepines such as Xanax (alprazolam), Klonopin (clonazepam) and Valium (diazepam). Antidepressants can also be used to treat anxiety. SSRIs such as citalopram (Celexa) and fluoxetine (Prozac) work by