In most cases, the symptoms are minor. In addition, it is sometimes difficult to distinguish between withdrawal from drug discontinuation and relapse of depression. Only your doctor can know for sure. Possible Symptoms of Effexor Withdrawal: 1  Sweating. 2  Chills. 3  Lethargy. 4  Nausea or vomiting. 5  Insomnia. 6  Anxiety. 7  Vertigo.