Who are the people you are sharing this information with, and in what context?

If your anxiety affects your job performance, then it makes sense to share about this only with your boss and immediate team mates so they can be understanding and accommodate you.

If not, then it is not appropriate to share this information at a workplace.

In U.S., the workplaces must accommodate disabilities. If this is the case in Canada, is there a way to get a note from a therapist? This way, if they reject you, you may be able to prove discrimination on their part.