100%. They can be correlated, try an elimination diet. Let go of allergens like gluten, soy, corn, dairy. Then slowly implement them one by one and see if any make a difference to your levels of anxiety. I’d suggest to do it for at least 10 days of none then 1 week add, one then see if you feel any difference.

Also, the brain and the gut are connected by the vagus nerve. What you eat makes a huge difference to what you think/feel.