Anxiety is the same as any other emotion. They are all real to us. Anxiety, happiness, any emotion that you can name. We tend to focus on emotions that feel unpleasant and we dont have a 'problem' with the 'good' ones like being happy.

I find it helpful when I am anxious to try and focus on the actual facts.
For example when I hear the wind I feel anxious but has anything bad happened? No. At other times using any means of distraction can help you to get through the peak of anxiety.