Yes Penelope - i have read that many places during my research on candida as anxiety is a symptoms i have. It's mainly caused by an acetaldehyde build-up which is released from the candida...as far as i understand it.
Anxiety is also related to endocrine imbalances too - aswell as a host of other conditions.
If one has a few of these imbalances it's hard to know which one is causing anxiety - but more than likely a combination of all in chronic cases.