Any tips on how to curb anxiety?

Hi ladies!

I am 36 weeks pregnant with my first and have really had a great pregnancy so far.  All of my tests have come back normal and the baby seems to be doing really well.  The only issue I face which has been with me for years is anxiety, so whenever I show up at my doctor's office my blood pressure is really high.  They make me lie on my left side for 10 minutes and then the number goes down to normal but I can't stop this from happening and am worried this will effect me during labor when they don't take anything for granted.  I take my pressure at home each day and it is fine, but am just worried about the actual day where I anticipate myself being extremely anxious.  Any suggestions on how to calm myself down would be great.  Thank you!