Yes, I'm also usually warm, but when I get anxious and tired I get cold. And sometimes it can cause the sweats. However, mammo gives good advice, since thyroid problems can cause all the symptoms of anxiety. That's usually one of the first things a doc will check if you report an anxiety problem.
Hypothyroidism can also make you feel cold all the time. I would highly suggest you see an Endocrinologist regarding this before assuming it's anxiety.