To be a champion, you have to learn to handle stress and pressure. But if you've prepared mentally and physically, you don't have to worry.
Worrying makes you cross the bridge before you come to it.
If you find yourself plagued by a recurrent worry, train yourself to think of something else. Your conscious mind can concentrate on only one thought at a time, and driving the negativity away will free you up to move forward again.
Worrying about the past or the future isn't productive. When you start chastising yourself for past mistakes, or seeing disaster around every corner, stop and take a breath and ask yourself what you can do right now to succeed.