It works.
I used to do it every day when i was struggling with anxiety. I still do every now and then. I'm one of the calmest people you will ever meet, nothing bothers me. In fact, my GF and people at work think i'm too calm. They think i should be more anxious and nervous, but i'm not and will not be. I learned how to "let things go" a long time ago. Most things that trigger stress are self imposed, we are doing it to ourselves.
You need to find a calm and quiet place. Find your space and use it for meditation. Once you get good at it you can do it anywhere. But at first you need a familiar relaxing place to learn.
It takes a long time to get good at it. It's not just breathing, it's a complete state of relaxation.
Learn how to let things go. Think to yourself when you are worried, "can i do anything about this RIGHT NOW"? If the answer is yes, then do it; if the answer is no, learn to let it go.
The stress you have in life is 100% your choice. You can chose at anytime to release it and move on.
I learned from a Vietnamese Buddhist monk like 16 years ago.
There are some books on it too.
Without the religious undertones, the Buddhist way is very good.
But there are many.