No fat burner mentioned here causes anxiety, that may be due to the high dose of caffeine. Caffeine is a natural stimulant that boosts energy in your body and keeps you active, alert and focused. If a fat burner contains a high amount of caffeine in it then that fat burner may cause anxiety. The other reason may be that you are allergic with caffeinated products. In such a case you should limit the consumption of your caffeinated products and consult your doctor.