Some 2,000 years ago, in the throes of a targeted chase to his death, a Roman philosopher named Seneca had a thought: “what’s the worst that can happen?”

Today, a growing body of research finds that a Seneca-inspired exercise—inviting the worried brain to literally envision its worst fears realized—is one of the most evidence-based treatments for anxiety. In scientific terms, that exercise is called imaginal exposure, or “facing the thing you’re most afraid of” by summoning it in your mind, says Dr. Regine Galanti, the founder of Long Island Behavioral Psychology, and a licensed clinical psychologist who regularly integrates imaginal exposure into her therapy.

As a subset of cognitive behavioral therapy (CBT), imaginal exposure…