Hello,
Sometimes therapy can bring up disturbing thoughts and feelings, which can make your anxiety worse. This happened to me, when I started digging into underlying feelings. I found, bringing these feeling to the forefront and facing them head on created a lot of sadness and distress. Yes my anxiety did get worse, but I'm facing the "demons" that have created it.
I'm starting to feel better and my anxiety has decreased, in the last month.
Only you know if your present therapist is right for you.