Diaphragmatic breathing is an effective way to reduce anxiety. When you are having anxiety, you tend to breath faster. So the faster you breathe, your breaths become less deep. So as you hyperventilate, you take in less air and oxygen with each breath, and this paradoxically forces you to breathe even faster. If you continue this vicious hyperventilation cycle, then you become even more anxious, and you may even pass out due to not oxygenating your brain enough- you are not breathing in oxygen effectively.
Diaphragmatic breathing can help to reduce anxiety by slowing down your breathing rate, and helping you to breathe in oxygen deeply. This is done by breathing from your belly, rather than your chest. When you breathe from your belly, you are expanding your diaphragm, which in turn fully expands your lungs, thereby increasing the amount of oxygen into your lungs. Click here for more details on diaphragmatic breathing.