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 Vaping Increases The Risk of Depression Nicotine in vapes is highly addictive and can negatively impact a teen's developing brain, affecting memory, focus, and mood. Even short term use can cause headaches, nausea, sleep problems, and increased heart rate. THC Vape Pens for Anxiety: Are they Calm your mind?