Work burnout and stress levels remain sky-high as Americans entered year three of the pandemic.

Through it all, leadership expert Deborah Grayson Riegel has had a pulse on where workers are struggling the most, based on the demand for her online courses that cover leadership and communication skills. In 2020, for example, she developed a course on managing anxiety, a skill that saw a 4,000% increase in demand on the online learning site Udemy for Business.

In 2021, one of the biggest skills she's seen people struggle with is simply knowing how to ask for help, she tells CNBC Make It.

Interest in learning how to ask for, offer and accept help at work "exploded" this year and took over the usual general skills that people want to learn, like public speaking and clear communication, Riegel says.

But the biggest reason people don't ask for help, even if doing so could ease their stress and anxiety, is because they don't know what to ask for.

"When we ask for help," Riegel says, "we'll say 'I need help' but not specifically think: Do I need somebody to brainstorm with me? Do I need somebody to connect me to a resource? Do I need somebody to just empathize with and listen to me?"

Workers can be more empowered to ask for help when they're clear what exactly they need from the other party. Riegel breaks it down into two main types of help, popularized by leadership authors Paul Hersey and Ken Blanchard: direction and support.

Asking for direction is asking to be told to "go there" or "do this," Riegel says. "It's for when you are developing a skill or competency and need instructions, advice, clear goals, deadlines, examples of what 'good' looks like and frequent feedback on your progress so you can hopefully learn to do it all by yourself at some point."

For example, getting directional help could be having your coworker share a few insider tips on how to make a request with a strict administrative assistant.

Support, on the other hand, is "less about telling, teaching and advising and more about asking, cheerleading, empathizing," Riegel says.

For example, she says, "you might have three job offers come in within a week. You don't need your brother to advise you on which one to accept, but you could use a gentle reminder that you have a track record of making excellent decisions."

Still, even when offered, workers may hesitate to accept help based on bad experiences in the past — like if a colleague offered to pitch in on a project but then took over completely, or if they were chastised by their boss for asking for help with a task.

Managers, in turn, tend to help employees based on what they think the other person wants, rather than taking the time to figure out what they really need, Riegel says: "Typically when we help people, our version of helping is saying: 'Let me tell you what to do.' That's helpful sometimes, but not most of the time."

To address this, organizations should invest in manager training that teaches them how to deliver the right type of directional or support-based help depending on the situation, Riegel says.

Managers could also learn to recognize signs of anxiety, stress and burnout, and facilitate conversations or connect employees with resources that can help them manage the strain.

These trainings must be viewed from a lens of diversity, equity, inclusion and belonging, she adds. "There are significant cultural differences as to how people think about asking for help," Riegel says, particularly employees from underrepresented groups or who don't feel a sense of psychological safety to express themselves authentically in the workplace.

CNBC