Sex with an Anxiety Disorder

I was diagnosed a few years ago with generalized anxiety disorder, and I can tell it hinders my ability to truly enjoy sex. I can almost never keep my eyes open because I'm constantly trying to not think of something that would turn me off. I'm into some kinky stuff, but I get too anxious to tell my bf to do anything most of the time. I am on medication, which helps in daily life, but I would rather not take Xanax every time I want to have sex. How would you/do you calm your anxiety in order to let go during sex?