Medications For Anxiety Disorder and Depression Medications help many people manage anxiety, but they aren't the only option. Exercise and psychotherapy can be powerful treatments too. Some antidepressants work to treat anxiety as well, such as SSRIs like citalopram (Celexa), the escitalopram (Lexapro), the fluoxetine (Prozac), paroxetine (Paxil) and sertraline