... Then one day my insurance would not cover the cost of Effexor XR so I had to change from it to Effexor I took three times a day. Now since Effexor XR has a generic, the cost of what I have been taking has risen so much, I can't afford it. So now I have been on the XR generic for about 3 weeks and I have been having a headache just about everyday. Do you think the generic dose can cause headaches or should I look for another source of the headaches?