There is is an intimate connection between anxiety and ADHD, starting with the many genes that contribute a tiny part in increasing the propensity to develop either condition.

People with ADHD do appear to get more criticism and negative feedback from others, starting from a young age. They behave in atypical ways, and society tends to reject them for this, which can contribute to social anxiety. People with ADHD often know that they have "read the room" wrong, or made social mistakes, or intruded on other's space in past interactions, and fear repeating those mistakes, without even being aware of what they were doing.

Those with ADHD also know that they are likely to show up late, or miss deadlines, or make mistakes from inattention, all of which means that they are not showcasing their intelligence and capability, so that can add to anxiety. Many with ADHD take risks without initially thinking of the consequences so that can lead to second guessing and anxiety.

So there are lots of ways anxiety and ADHD are linked.