If you worry constantly, you may not be leaving your comfort zone often enough. Seek opportunities to stretch your mental boundaries in ways that aren't extremely stressful. As your mind and body become used to taking on challenges in dealing with your nerves, give yourself greater challenges to increase your ability to handle them.
If you're in the habit of shying away from things that stress you out, purposefully put yourself into situations that you aren't sure about. This will help you build confidence. The more steps you take outside of your comfort zone, the better equipped you'll be when the real challenges of life cause you to feel anxious.