Personally I didn't really notice a difference after a summer of running, but I reckon that being more fit may help improve your self-confidence, which in turn may help reduce random pangs of anxiety (and so reduce hh). That was what I thought, and while I was running I felt more fit and healthy, slept better etc. So for some it may help!
Edit:
Give it a go anyway, its worth it for all the other benefits, and it just might help with anxiety and hh too. And as Conor says, you can use it to take your mind off things. When you run/exercise sweating is seen as 'acceptable', so to some extent, you can enjoy being out and being sweaty for a good reason!