Good that you have left smoking since a month, good going but yes if you are anxious even after a month, it might not be because of withdrawal but it is mostly because of anxiety disorder, if this is not treated properly to cope with anxiety it is likely that you go back to same smoking again. So don't leave this unnoticed. Get a detailed evaluation done from Psychiatrist and seek help as soon s possible ,so that you get help with treatment of anxiety and Tobacco dependance as well. With no smoking for a month you are going good ,stay motivated and do not smoke at all. First three months are very difficult and has highest chances of relapse.

Lot of people depend on cigarettes when they are feeling anxious to help them relax. But this habit causes lot of damage to your body. Consult a Psychiatrist to help with the anxiety and low mood. Medicine can help reduce cravings