Everyone experiences panic or anxiety in small ways. Like the fight or flight example, it can save your life. In new situations, we get panicky but when the outcome we fear fails to materialize, the anxiety stops. For someone with chronic anxiety, this is not the case.Every situation that brings anxiety is not life-threatening. More than likely it is an extremely stressful situation that has brought on the anxiety as a way of dealing with it. The unchecked anxiety of this type can lead to depression.