Hello Effexor 37.5 mg i.e. venlafaxine hydrochloride is a drug used in patient with depression. Side effect of this drugs are many but as you mentioned that your blood pressure elevated after the use of this drug is not correct . This drug rather causes hypotension ( orthostatic ) , tremor , sweating , nausea , rash , anxiety and many more side effects . So in your case high blood pressure may be due to another reasons , so consult a primary care physician and get his opinion regarding high B P and continue effexor till your doctor advise. Quitting of cold turkey will produce any side effect is not clear , so upload detail about cold turkey. Hope this information will help you. Good luck.