I live with mild/moderate anxiety and am not on medication for it though I am for Major Depressive Disorder.

Three approaches have helped me with my anxiety.

(1) Using Cognitive Behavioural Therapy (CBT) methods. In essence CBT entails learning to notice "unhelpful" thoughts and then "challenging" them - asking "Is there any evidence for that thought?". Very often the answer is "No."- that challenge can be empowering. For example, a common kind of unhelpful thought is "catastrophising" - focusing (with no evidence) on a most unlikely worst-case possibility.

(2) Using mindfulness/meditation methods.

(3) Using deep breathing exercises - sometimes an anxiety/panic attack can be triggered by shallow breathing - breathing deeply can often help.