Chicago (CNN) Nimeet Shah panicked whenever he had to speak before a group at work.

"It was pretty severe," the Chicago IT professional said. "Making eye contact was even so difficult for me." Anxiety limited the 34-year-old's social life. "I would avoid big crowds. I would avoid even going to parties and things."

Shah says he saw a mental health therapist for six months and got good advice. But he wanted real experience to face his fears.

Then, he learned about an improv class at Chicago's famous comedy club The Second City. Improv for Anxiety is an eight-week course.

Most of the participants struggle with social anxiety , an intense fear of being judged and evaluated negatively by other people.

An estimated 12% of all US adults experience social anxiety disorder at some time in their lives, according to the National Institute of Mental Health . If you take the current population, that's nearly 40 million people.

"We have top lawyers, doctors, teachers, journalists, students -- people from all around the globe that you wouldn't even know had anxiety when you looked at them," said Becca Barish, head of The Second City's wellness program.

"Almost like they're living a double life."

'Everybody's in the same boat'

The course includes an hour a week of comedy improv exercises and an hour of group therapy run by licensed social workers who have backgrounds in improvisation.

In the improv part of the class, everyone has to act in the moment, without time to think or fear how it might turn out.

It's similar to a regular improv class, Barish says, but with participants who've signed up specifically to address their anxiety issues and teachers who are sensitive to this type of group.

Nimeet Shah, right, practices the "mirror game" with his classmates.

"What's the worst that can happen?" Barish asked. "Everybody's in the same boat."

The first couple of weeks focus on building trust, Barish says, "getting comfortable knowing that this is a space where you can take chances."

Students begin practicing typical improv exercises like the "mirror game": pairing up with another student and reflecting, just like a mirror, what he or she is doing.

It could be reaching up like a growling bear or digging a hole with an imaginary shovel. In another exercise, the moderator gets a student to start telling a story based on a suggestion. When the moderator interrupts, the next student picks up the tale. The story builds as all the students take their turn. Nothing is rehearsed. Everything is off the cuff.

In later weeks, the students do more individual "scene work" or monologues.

"Oftentimes, when we're feeling anxious about something, we avoid the things that make us anxious," Barish said. "This class provides people with the skills where they're getting more comfortable being uncomfortable."

The first course in the Improv for Anxiety series costs $760. The rest cost $310 to $360, depending on when you sign up.

There also are improv-type therapies offered by counseling centers in cities including Atlanta and New York. Some accept health insurance as part of the program.

No time to fret: Just do it

CNN attended a class and watched as Shah seemed to revel in expressing himself this way, smiling big and laughing as he went through the exercises. He mirrored his partner with zeal.

Shah says the classes helped him feel there's nothing to fear when it comes to social engagement.

He says it took several classes to feel that way. More than a year later, he's taken two of the six courses in the Improv for Anxiety series. In the third course, students are encouraged to perform before a live audience of family and friends. Shah says he's looking forward to it.

"Little by little, you realize that just because things are uncertain doesn't mean they're frightful."

The group therapy part of the course is based on traditional cognitive behavioral therapy

One of the key beliefs of such therapy is that psychological problems are based, in part, on faulty or unhelpful ways of thinking.

In this group therapy, the students learn coping skills -- for instance -- examining the pitfalls of "all or nothing thinking": thoughts like, "Everyone thinks I'm stupid after that presentation."

The reality is, that type of thinking is exaggerated and inaccurate, said Barish, who's also a licensed clinical social worker.

The concept of exposure therapy

Improv for Anxiety incorporates aspects of exposure therapy , Barish says.

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In this form of therapy, psychologists create a safe environment in which to expose individuals to the things they fear and avoid. The idea is that continued, controlled exposure to whatever we fear most will help lessen the fear and avoidance of it.

"It allows people to have the opportunity to really practice certain skills knowing that if they fail, it's going to be absolutely fine," says Barish, a performer herself.

"Improv is an art form that's based in no judgment whatsoever.

"A lot of people are thinking about new therapeutic approaches ... that are more out of the box than what we might have thought before -- something more alternative than traditional therapy."

pilot study published in the Journal of Mental Health last year found even brief intervention using improv exercises may provide "a strong and efficient treatment for patients with anxiety and depression."

Academic papers also speak to the role improv can play in therapy, including one published in Frontiers in Psychology

Barish and the co-founder of the Improv for Anxiety program, therapist Mark Pfeffer, director of the Panic/Anxiety Recovery Center in Chicago, published a paper in 2016 in the Journal of Creativity in Mental Health.

"It can be such an isolating experience that when you're in the improv for anxiety class and you realize, 'Wow, there's other people who struggle with anxiety in ways that are similar to me and different.' It's just so powerful," Barish said.

Coming out of his shell

Shah is now so hooked on performance, he started a podcast focused on cybersecurity and current affairs. "I would not have dreamed any of this would be possible a year ago."

Shah says his personality and outlook on life have changed completely.

"It has really kept my anxiety levels down to realize things aren't as scary even though they are new or uncertain."

As a result, he says, he lost weight. "I'm even getting another promotion pretty soon," Shah said with a smile.

He says he no longer has trouble looking people in the eye when he's doing IT training or speaking in front of a group.

"It's helped me be more assertive and helped me value myself instead of just brushing myself off."