The CBT model of anxiety is that we tend to overestimate threat or danger and we underestimate our ability to cope. Due to feeling overwhelmed we tend to avoid or to act in certain ways that will reduce our fear. However, our body and brain usually register this fear as a threat and normal bodily processes of adrenaline get released which prepares our body for fight/flight/freeze, e.g. increased heart rate, shaky limbs, difficulty breathing or a sense of not feeling connected to your body.
We can either have racing thoughts or have a blank mind. We tend to focus on our bodily sensations and then think negatively about our coping style and how others may view us. This can lead to exhaustion and low mood. Due to regularly reacting in the same way to anxiety we can set up a vicious cycle of responding to the fear by trying to avoid it or responding with more fear. CBT teaches us to break the thinking and behaviour cycle by encouraging deep breathing/external focus tasks and addressing the thoughts, behaviours and underlying issues.
A useful strategy is to breathe from our belly. When we are anxious, we tend to breathe from our upper chest, we take long inhalations and shorter exhalations. David Carbonell teaches us how to belly breathe in this short video: