Self-Destructive Behaviour

I can't be the only one who constantly engages in self-destructive behaviour. By that I mean doing things that are unhealthy/unethical/etc to yourself, for example picking up habits like smoking or drinking, cutting, intentionally cutting ties with people, etc. I have a strong feeling I do this because of my anxiety (diagnosed with severe anxiety along with many other things). I'd very much appreciate any tips on how to manage this because it's getting bad.

Thanks