I would call the parent in to a parent-teacher conference. The parent may not understand why her child has anxiety. If there is a counselor at the school, I would refer the student to them. If anxiety affects her school attendance then she needs help.

Approaching this from a different angle, this could be a valid concern of a parent whose child has anxiety or is avoiding school for another reason (bullying, etc.) I think it's important to communicate with the student as well and let her know you're there to help her succeed, then match her with resources like the school counselor who can help her work through whatever issues she's facing.

I would suggest speaking with the parent in person. Have a heart to heart conversation to show you both care for the student and want them to be in the best situation possible. I would work with your school counselor on ideas on how to support this student. Perhaps this means setting up your classroom differently or offering your classroom as a safe place during lunch hours.

Some school districts will pay for counseling for students, especially for lower-income families, but there are also services for students with exceptionalities.