My period is 4 weeks late I take Effexor (venlafaxine) XR but I have had some days I couldn't take it. Is there a way this was caused by not taking the meds?

Pregnant? First find out if you could be pregnant. Make sure you are getting enough Folic Acid (at least 400 mg) and talk with your doctor about pregnancy risk with antidepressant medication. Best of luck.