That depends a lot of what the fears are and how you do it.

It has to be exposure to the stuff you’re trying to challenge your anxiety about, and you should work up to it slowly.

A game with heights might be helpful for a phobia of heights if employed correctly, but a game with space monsters jumping out at you is unlikely to challenge social anxiety, or generalized anxiety. It has to be exposure to the thing you’re actually afraid of, not just fear itself.

Reading about exposure therapy, especially related to your particular challenges, would be a good starting point