Yes, hormones can cause nervousness and anxiety. In fact, hormones are an important component of the physical manifestations of anxiety and nervousness. When you are nervous, the fight or flight response is activated, and this leads to the release of the following hormones into the bloodstream: adrenaline, noradrenaline, and cortisol. These are called "stress hormones," and they cause various changes in the body when you are nervous, such as increased heart rate, increased blood pressure, trembling, and muscle tension.
The following flowchart details how hormones are released into the bloodstream when you are nervous and anxious: