1Before you go towards the thing you are afraid of, it helps to have two things to hand: a way to settle your body, and a fairer account of what is likely to happen.
Neither of them is meant to take the fear away. They are there so you can stay in the situation long enough for it to teach you something, and that staying is the part that shifts what you expect. If you catch yourself using the slow breathing to get out of the moment rather than to remain in it, that is worth noticing early.
Islamic evidence
seek help through steadfastness and prayer, for God is with the steadfast (Quran 2:153). Two supports are named side by side, one about holding on and one about turning to God, and neither is offered as a way round the hard thing itself.
“You who believe, seek help through steadfastness and prayer, for God is with the steadfast”
Qur'an 2:153
Psychological evidence
Across two treatments for generalised anxiety disorder, people who improved also became better at standing back from their own thoughts, which points to that skill being part of what helps. The calming side has a more mixed record: in a laboratory study, relaxation itself provoked anxiety in some people with generalised anxiety disorder, in keeping with worry being used to avoid the drop from calm into sudden distress. So there is something behind each of these, and neither is guaranteed to feel pleasant at first.
Sarah A. Hayes‐Skelton; Amber Calloway; Lizabeth Roemer; Susan M. Orsillo (2014). Journal of Consulting and Clinical Psychology · doi
Kim H, Newman MG. (2019). Journal of affective disorders · doi
Review detail
Why it works. A calmer body and a clearer read of the situation make it possible to stay put, and staying put is what changes what you expect next time.
When not to. Deliberately facing a serious fear is best planned with someone trained in it rather than pushed through alone.