The growing demand for accessible mental health support, compounded by workforce shortages and logistical barriers, has led to increased interest in utilizing Large Language Models (LLMs) for scalable and real-time assistance. However, their use in sensitive domains such as anxiety support remains underexamined. This study presents a systematic evaluation of LLMs (GPT and Llama) for their potential utility in anxiety support by using real user-generated posts from the r/Anxiety subreddit for both prompting and fine-tuning. Our approach utilizes a mixed-method evaluation framework incorporating three main categories of criteria: (i) linguistic quality, (ii) safety and trustworthiness, and (iii) supportiveness. Results show that fine-tuning LLMs with naturalistic anxiety-related data enhanced linguistic quality but increased toxicity and bias, and diminished emotional responsiveness. While LLMs exhibited limited empathy, GPT was evaluated as more supportive overall. Our findings highlight the risks of fine-tuning LLMs on unprocessed social media content without mitigation strategies.