Yes, anxiety seems to cause nausea. Studies show that anxiety is significantly associated with gastrointestinal symptoms, such as nausea (Mussell et al., 2008). When you are experiencing stress and anxiety, your body reacts by activating the sympathetic nervous system and releasing adrenaline into the bloodstream, which is known as the fight or flight response. In the fight or flight response, your body is preparing to become faster and stronger to either fight or run away from the danger. So there is a shift in resources to the skeletal muscles, circulatory system, and brain, away from the non-essential systems for fighting or fleeing the danger, such as the digestive system and the reproductive system. The changes in the digestive system are manifested by many symptoms, including lump in the throat, butterflies in the stomach (fluttering feeling in the stomach), stomach pain, bloating, belching, and nausea and vomiting.
Reference:
Gastrointestinal symptoms in primary care: prevalence and association with depression and anxiety. Mussell M, Kroenke K, Spitzer RL, Williams JB, Herzog W, Löwe B. J Psychosom Res. 2008 Jun;64(6):605-12.