Alprox (Alprazolam) What is Alprox? Alprox is a benzodiazepine (ben-zoe-dye-AZE-eh-peen). Alprox affects chemicals in the brain that may become unbalanced and cause anxiety. Alprox is used to treat anxiety disorders, panic disorders, and anxiety caused by depression. Alprox may also be used for purposes not listed in Alprox guide.