"Our data suggest that exercise is more effective than control at reducing anxiety symptoms."
So said the meta-analysis published by Brendan Stubbs and colleagues  who surveyed the peer-reviewed literature "investigating the benefits of exercise compared to usual treatment or control conditions in people with an anxiety and/or stress-related disorders." From the 6 randomised, controlled trials found "from inception until December 2015" exercise (various types of exercise regime) did seem to have something of an effect on anxiety symptoms in adults compared to control conditions.
I'm not going to labour too much on these findings because they really speak for themselves bearing in mind control conditions may not be the same as pitting exercise against something rather more proactive when it comes to tackling anxiety. Allied to the idea that exercise is basically medicine when it comes to various psychological/psychiatric labels as well as more somatic ones (see here) and is one of the more cost-effective interventions proposed (and typically side-effect free), the questions that remain are: (a) what are the mechanisms of effect? and (b) are there specific types of exercise that might be more suited to specific diagnostic labels? At least one of those questions has been touched upon in other papers  whereby low to moderate intensity exercise seems to be the way forward for at least some forms of anxiety. I assume that means activities such as walking, swimming and non-competitive cycling might be something to consider for example. A quick trawl of some of the other literature in this area also suggest that activities such as yoga might be useful for trait anxiety when attached to other diagnoses  but please, do not read this as medical or clinical advice in any intended form. Speak to your medical physician if you're unsure.
Finally, given my previous discussions on how various types of anxiety disorder seem to be over-represented among many parts of the autism spectrum (see here for example), I can't help but wonder whether the chatter about behavioural outcomes following exercise with autism in mind (see here) might also come into play here. If for example, one accepts that anxiety can not only be an utterly disabling state to exist in but might also 'interact' with more 'core' presentation of autism (see here), future studies may be minded to look at how exercise might impact on both autistic and anxiety-related traits for the benefit of the individual...
And finally, for the 'weekend [exercise] warriors' out there, some good news...
 Stubbs B. et al. An examination of the anxiolytic effects of exercise for people with anxiety and stress-related disorders: A meta-analysis. Psychiatry Research. 2017. Jan 6.
 Takács J. & Stauder A. The role of regular physical activity in the prevention and intervention of symptoms of anxiety and anxiety disorders. Psychiatr Hung. 2016;31(4):327-337.
 Buffart LM. et al. Physical and psychosocial benefits of yoga in cancer patients and survivors, a systematic review and meta-analysis of randomized controlled trials. BMC Cancer. 2012 Nov 27;12:559.
Stubbs, B., Vancampfort, D., Rosenbaum, S., Firth, J., Cosco, T., Veronese, N., Salum, G., & Schuch, F. (2017). An examination of the anxiolytic effects of exercise for people with anxiety and stress-related disorders: A meta-analysis Psychiatry Research DOI: 10.1016/j.psychres.2016.12.020