Yes, I did have this problem when I first started Effexor. It did stop completely after a month or so, but since I've started tapering off it, I've noticed I'm starting to lose again! When I mentioned it to my doc the first time, she just gave me a blank look and tried to figure out what else it could be. But then, she did that with every side effect I mentioned so ...!
I don't know your issues and why you're on SSRIs but all I can say is do be careful!