This is a total guess, so run it by your doctor, but could it be because you metabolize Effexor rapidly? Effexor has a very short half-life, making it necessary to take it multiple times a day for some people. In my own case, I have to take the Effexor XR (extended-release) capsules twice a day for them to be effective for my depression. Maybe it's because of that? I feel like this could be a potential explanation for what you're experiencing. So, I will ask, do you take Effexor only once a day? Are you on the extended-release or the regular Effexor?