How can I correct my son who has the habit of thumb sucking?

Hi.. My son is 5 years old. He has a habit of thumb sucking And I have heard that thumb sucking is a natural anxiety for children. I am trying my best to wipe out this habit. I am really worried about his oral health. I took him to a kids dentistry in Toronto, Centenary Dental. The dentist says that thumb sucking can affect my child’s mouth and tooth development. It can cause misalignment between top and bottom teeth ( ). He mentioned some other problems like slanted teeth, speech problems and mouth sores also. How can I correct him? Kindly suggest.