Dance has been a way to relax, attract partners, and express oneself for a very long time — an estimated 1.5 million years, in fact! While complex dances require advanced mental skills that use different parts of the brain, the human tendency to subconsciously move to a beat demonstrates that we all have an innate need to dance (whether or not we're good at it). [1, 2]
Through the ages, dance has been seen more as a performing art and a social activity than a path to good health. It wasn't until more recently that dance began to be recognized as both a potent form of exercise and a means of stimulating the brain. 
If you are suffering from an anxiety disorder — such as generalized anxiety disorder, social phobia, obsessive compulsive disorder, or panic disorder — your proposed treatment will likely consist of a combination of cognitive behavioral therapy or other kinds of talk therapy, antidepressant medications, and relaxation techniques for anxiety.  Breathing and muscle relaxation techniques represent the most popular of these coping mechanisms, but are you overlooking dance and movement therapy as a potent anxiety coping mechanism?
Dance Is Exercise, And Exercise Reduces Anxiety
Numerous studies have looked into the idea that regular exercise — both aerobic and anaerobic exercise — reduce anxiety by:
- Triggering the same relaxing effect that is achieved through meditation.
- Increasing mood-elevating endorphins and reducing cortisol and adrenaline levels.
- Placing people suffering from anxiety into new environments where they exercise together with other people, therefore acting as a form of exposure therapy and a way to manage social interactions if you have social anxiety disorder or agoraphobia. 
Research indeed confirms that exercise can reduce a person's anxiety as well as depression (which is often comorbid with anxiety), though it is not quite clear how much [6, 7]. We can conclude that regular exercise is probably not sufficient as a stand-alone treatment for anxiety disorders, but that it represents a valuable addition to the treatment plan of any person who has been diagnosed with an anxiety disorder.
Dance Beyond Exercise: Can Dance And Movement Therapy Reduce Your Anxiety Symptoms?
The American Dance Therapy Association describes dance as "the most fundamental of the arts, involving a direct expression of one's self through one's body". As such, dance as therapy serves, the ADTA says, to address a wide variety of factors all at the same time. Dance therapy can promote emotional wellbeing, further social integration, aid cognition, increase physical fitness and wellbeing, and improve communication skills. 
Does it work?
Indeed it does — studies demonstrated that dance therapy reduces anxiety while control activities don't , that dance therapy decreases depression and anxiety while increasing cognitive functioning in elderly people , and that dance therapy has the potential to lessen test anxiety and performance anxiety . Dance and movement therapy improves overall emotional wellbeing, as well as leading to a better mood and body image .
It is worth noting that dance and movement therapy classes are more than simply dance lessons — these sessions are held with a focus on cognitive-behavioral changes and educate participants on relaxation techniques for anxiety. Some studies find that this kind of dance therapy can even have a greater effect on wellbeing and anxiety reduction than talk therapy, as well as noting that sports, music, and mathematics classes simply do not have the same potential to alleviate the symptoms of anxiety disorders. It is not yet clear whether conventional dance classes, as opposed to dance and movement therapy sessions, could have the same effect. 
Should You Try Dance And Movement Therapy As An Anxiety Treatment?
The American Dance Therapy Association suggests that dance and movement therapy can help people with autism, Alzheimer's disease, eating disorders, and post traumatic stress disorder in soldiers and domestic violence victims, and that it is suitable for children as well. While their opinion cannot be considered unbiased, enough research has been conducted to validate their claims. 
Dance and movement therapy sessions, if they are available to you, certainly have the potential to reduce your anxiety levels. They should be considered auxiliary therapy, used as an addition to more conventional anxiety treatments such as talk therapy, antidepressant therapy, and perhaps herbs to treat anxiety disorders. Where dance therapy is not available to you, you may consider trying conventional dance classes as one of several relaxation techniques for anxiety and stress.