The side effects of Effexor (venlafaxine) are not dangerous, but they can be uncomfortable. These include: nausea, sedation or trouble sleeping, dizziness, sexual problems, blurred vision, constipation, dry mouth, headaches, anxiety or nervousness, tremulousness, and increased sweating. Effexor can also cause the blood pressure to rise. The higher the dose you take, the more likely it is that your blood pressure will go up. This occurs in 10 percent to 15 percent of people taking more than 300 milligrams per day of venlafaxine. (It occurs in fewer than 5 percent taking less than 200 milligrams per day.) Your doctor should monitor your blood pressure while you take this drug. Blood-pressure analysis is particularly important if you have a history of liver or kidney problems.