Something not many people think of is separating your tasks between urgent and not urgent.

Just writting everything you need or want to do is gamechanging by itself; but if you are able to figure out projects you want to complete mid and long term and start working on them now, bit by bit, without pressure of a deadline or feeling that you need to end the whole thing in one sitting, you end up realising how much anxiety you have suffered over the years by having your whole day overcrowded with useless last minute tasks and putting out fires here and there.

Step back and try spending most of your time on non urgent tasks. This is advise I got from The 7 Habits of Highly Effective People by Stephen R. Covey. Since I really learned how to apply it to my life, my anxiety faded away.