With the prevalence of mental disorders such as anxiety rising sharply, new low-threshold and scalable solutions for mental health support are needed - especially for the younger population. In recent years studies investigating the use of apps and chatbots to deliver content based in cognitive behavioral therapy (CBT) for mental health support showed promising results. The use of voice assistants (VAs) to convey methods and interventions stemming from CBT for students with test anxiety has, however, thus far not been investigated. To address this problem, we present the design and prototypical implementation of a VA for CBT-based interventions against exam anxiety in students. In a user study with the primary target group of students (N=20), it could be shown that the presented system has a good usability and a high level of acceptance (CSQi mean 27.15).