Can any doctor prescribe ADHD and Anti-Anxiety medicine?

My company recently changed health insurance providers and because I'm only in my mid-twenties I decided I didn't need a PPO since I don't go to the doc much, so I went with the much Cheaper HMO(big mistake), under my previous plan(PPO) my doctor diagnosed me with ADHD and anxiety, he prescribed medications for both and they'd been working fine, since I had to change doctors, when I told my new doctor what I was taking, he said that I had to go see a psychiatrist for those, now, was my previous doctor doing something illegal or is the new doctor just being lazy? Because of my HMO plan, I have to drive an hour away just to see they shrink and wanted to know why he can't prescribe or even contact my previous doctor about it. I understand that ADHD is a controlled substance so I felt weird asking him to do the testing or contact my previous doctor, but he won't even do that. He won't tell me why he won't prescribe them, just told me I had to see a shrink.