Effexor is quite possibly the reason. It makes everyone I've ever known on it gain tons of weight. I gained almost 70lbs in year on it. I have never heard that wellbutrin is used for weight loss. I've been on it for 2 years and it definitely hasn't promoted any weight loss for me. (No weight gain either.)

I don't know why your doc would say that they don't cause weight gain, try googling "weight gain and antidepressants" and you will find zillions of things about how these go hand in hand.