I haven't heard of anyone gaining weight on Effexor.

Do you do some kind of exercise? Yoga or Pilates or swimming or something like that?

I'm really very terrible with exercise...

But I've started doing stretches in my room. Just stretching my muscles and doing some exercises with repetitions. For half an hour to an hour while I'm watching the Simpsons and Futerama or something like that.

I really feel a lot better when I do that. Not at the time lol. But afterwards. Feel more energetic and happier and less anxious / calmer. Find it easier to get to sleep at night and to have a quality sleep and to wake up feeling refreshed and to continue to feel more awake during the day. Even though it isn't aerobic at all I think that just stretching gets the endorphins going.

When you exercise then endorphins are released in your brain. Endorphins are your bodies natural opiates. Endorphines make you feel GOOD and calm. They also help (I honestly think) to supress apetite too. At least I find that after doing some exercise I feel a bit better about my body (my posture is better, for example) and that helps me want to eat lighter, healthy food (like fruits and carrots and juice and water even) instead of craving carbs like pasta and potato chips as comfort food.

One of the things that therapists often try and do with people with depression is activity scheduling. To have homework where you do something like go for a walk or do some yoga or whatever every day. Endorphins are incompatible with depressed mood, basically. I find that when I exercise in the evening (for example) then the next day I feel like eating lighter healthier food and I also actually feel like exercising. There is an upward spiral the same way that there can be a downward spiral with my eating comfort foods and being sedentary.

I don't know about your situation so I'm just saying what I've found. But as I said part of getting out of depression can be about breaking the downward spiral and hooking into the upward spiral. I have personlly found it next to impossible to change the spiral by changing my eating habits first. I just tend to vaccilate between starvation / restriction and binging. If I change my exercise patterns, however, then my eating habits just follow without all the pressure and stress etc.

The hardest thing for me is breaking this habit that I've had for most of my life where if I'm feeling a bit low I'll attempt to 'zone out' by lying on the couch and watching TV and eating comfort food. That tends to keep me in the negative spiral but it is something that I automatically find myself doing when I feel a bit low or sometimes when I feel a bit vulnerable in order to attempt to prevent my becoming low. The trouble is that it doesn't really work for me. What does work is doing some exercise instead. Going for a walk or doing some stretches. The trouble is remembering to catch myself so I can say 'hey, this isn't likely to help so instead I should do some stretches'. And just start off gently by doing some lying down exercises on the couch and then starting to get into it. That helps but it is hard to break a lifetime pattern. I've heard that the more you manage to break that pattern and replace it with different responses the more those different responses become automatic. It always amazes me when people say 'I"m going for a run' and I say 'why?' and they say 'I'm feeling a bit down' and I always used to think WTF????? Seems that other people learned this as kids...

Might be worth a try?