Exercise Impact on Anxiety and Mood

Aerobic exercise reduces anxiety in people who have clinical anxiety, with higher-intensity exercise tending to be more effective.
Resistance training has less evidence, but it seems to benefit people with anxiety disorders and with overweight or obesity.
Yoga tends to incorporate the basic anti-anxiety coping strategies: deep breathing, muscle relaxation, and stretching. Yoga is also a form of meditation, which may help.

Exercise is roughly as efficacious as Cognitive Behavioral Therapy, but generally less than medicines

There is decent evidence that at least five nutrients help modulating mood: magnesium, zinc, vitamin D, omega-3 fatty acids, and tryptophan

*Do read the Disclaimer