There are many factors involved here, of which 'end-gaining' can be one - that is, concentrating on the outcome of the game/event/performance, rather than the game/event/performance itself.
Both Alexander Technique, and 'Living in The Now' can be powerful tools to use to cure anxiety in athletes. Read more at thezonebook.com
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Make sure you have a good, long peaceful nights sleep. Keep very hydrated, and make sure you have a proper warm up. Take VERY deep breaths for about five minutes, and focus your mind on the positive:
"(tennis match)Come on, I can do this. I need to see this as experience for next time. I think my serve is as good as hers..." CORRECT
"I'm never going to win this tennis match, the girl I'm playing is amazing... should I pull a sickie..." WRONG
Keep a close friend, or family member near when you are participating in the sport. They can cheer you on, and give you more confidence in yourself.
Good luck in conquering your nerves :)