You can ask, but it doesn’t guarantee you will be prescribed the requested medication. Your doctor will prescribe you the best medication to treat your particular case. While it’s normal to do some research ahead of time and have questions about certain medications, your doctor will advise you on the best course of action. In the case of anxiety medications, some classes of medicine, like benzodiazepines, are considered controlled substances. If you ask for those, that might be considered a red flag.