Many people get music stuck in their head. You would have to talk to a professional if you feel it is a problem that won't stop and is interfering with your normal life.
What are you doing to treat your anxiety? Who diagnosed you? It would seem if you're in therapy or under treatment for this and diagnosed by a professional and not yourself that this might be unusual but is still an intrusive thought just as obsessing over anxious thoughts is and so would seem to be amenable to at least some mitigation if you have learned relaxation techniques for your anxiety. How long has this been going on for? Is it music you recognize or have listened to recently? Are you more stressed right now than usual? Sometimes finding a trigger for an increase in symptoms can help you try to relax a bit, sometimes not.