Yeah ... Effexor can cause that actually. It caused anorgasmia for me. If you don't get a medication change, you might suggest either adding something like Welbutrin which is used to help counteract some sexual side effects of other medications or maybe switching to Pristiq. Effexor is venlafaxine and Pristiq is desvenlafaxine, the active compound in Effexor, and generally has fewer side effects. (Although it's expensive as heck ... but they do offer those supplemental cards that can go with your insurance to bring the price down.)