Caffeine is known to induce anxiety in people.
This side effect is pronounced in people that have a capacity for anxiety, but really it can have this effect on anyone. Anxiety is simply a common side effect of caffeine.
When I was a kid I was told a lot of things about caffeine, that it would stunt my growth most commonly, but no one ever talked to me about anxiety. Of course, this is really the only true side effect of it.