Exercise helps you get out of your head, it helps enormously with feelings of disconnection that often come with anxiety.
Sometimes, in the initial stages of conquering anxiety, exercise is even better than meditation - here's why. An anxious mind can expand into your quiet space and bother you with negative or catastrophic thoughts. Exercise helps your mind relax while keeping it engaged which can help you relax without your mind bothering you.
Mindful walking , yoga, swimming, and tai chi are particularly good forms of exercise that you can practice with relaxed awareness. The more you can bring Mindfulness to your chosen exercise the better.