YES I am having the same problem as you are, except I am tapering down from Effexor. It is very odd, because I DIDN'T gain any weight when I went on the drug, which was a great relief. But now I am gaining at a very fast rate while tapering off the drug. It is scaring me! I can't get over how much water I am retaining, despite the fact that I drink at least 8 glasses a day. My stomach, which is normally very flat (all my weight is on my thighs!) is always puffed right out.
I think the cause is that our bodies had adjusted to the drug in terms of hormone levels - and now that we are getting off the drugs, our bodies don't know what's going on so they immediately go into survival mode, slowing the metabolism and trapping all the fat they can. So hopefully this will all even out after a few months off the drug. You will probably lose the weight after a few months - at least let's hope so! I still have a long way before I am completely off the Effexor and am afraid I will keep gaining at this rate. If anything, I am eating less and exercising more than before, but the weight keeps coming!
Good luck and please keep me posted on whether the weight starts coming off! I can't afford a new wardrobe!