This is a common phenomenon that I see in my clinical practice. One of the first things that many of my clients state is that they have tried "relaxation training" in the past to treat their anxiety and it only made them more anxious. The first step in moving past an anxiety disorder is actually the opposite of relaxation training. In contrast, CBT for anxiety entails making contact with the thoughts, sensations and feelings of anxiety, in a step by step manner, until the brain learns that anxiety is not dangerous. Once the brain is no longer anxious about anxiety, then we can move on to discuss certain forms of relaxation training. But it is critical that relaxation exercises are engaged in as a choice and not as a compulsion to make anxiety "go away."