Yes, I had a huge increase in anxiety. Getting sober means actually dealing with emotions, not burying them deep with alcohol, so they are all amplified. If you stay on the right track and stay sober, the anxiety should lessen.
Do you have support for your sobriety? Can you go see a therapist about your anxiety? Therapy has helped me with the anxiety, depression, and overall list feeling since I've gotten sober. I just passed one month.