Can Vaping Cause a Headache? Feeling anxious or low? Vaping may be making it worse. According to Truth Initiative, studies show a strong link between nicotine use and symptoms of anxiety and depression in teens. The Frontiers Beyond the label: current evidence and future directions for the interrelationship between electronic cigarettes and mental health Vaping for Stress Relief: How Vape Products Can Help Relax Depression Stick!: Vaping & The U.S. Teen Mental Health Crisis Avery's House