L.P.
I have anxiety and depression and have to be on 150mg of Effexor XR probably for the rest of my life. It's genetic and I tried going off my meds, too, but would rather stay on them for the rest of my life than be overly depressed. When I was on too high of a dose of my meds I got panic attacks.
Sometimes anxiety can be a side effect of any anti-depressant. So, I would tell your doctor what you are experiencing. It could be a transient effect.