Honestly, there isn’t a clear-cut answer.
If you have a fear of high places, stay away from high places. If you have a fear of the ocean, stay away from the ocean. These aren’t fears you necessarily have to face.
If it’s a fear of, say, public speaking, practice is key. Walking in completely prepared won’t alleviate the fear, but positive reinforcement when everything goes off without a hitch (because you were completely prepared) will lessen it considerably.
If you want, send me a message about what kind of fear exactly we’re talking about and I can reply privately to the best of my ability.