Yes, caffeine can cause nervousness. In fact, too much caffeine can lead to anxiety and physical symptoms. When you take more than 250mg of caffeine per day, and you take it every day, then it can lead to caffeinism, which is characterized by nervousness, anxiety, irritability, tremulousness, restlessness, rapid breathing, muscle twitching, flushing, palpitation, gastrointestinal disturbances, and problems with sleep (Victor et al., 1981). So the symptoms of caffeinism look like the symptoms of generalized anxiety disorder (GAD). Therefore, whenever you have anxiety, your doctor should be looking for other causes of the anxiety, such as caffeinism.
In addition to getting anxiety symptoms from caffeinism or too much caffeine, you can also get anxiety symptoms when you are withdrawing from caffeine. Getting anxiety from caffeine withdrawal occurs when you are addicted to caffeine and dependent on it, then you abruptly stop your intake of caffeine (Sawyer et al., 1982). In addition to anxiety symptoms, caffeine withdrawal symptoms also include irritability and headaches.
Caffeine is everywhere, so it is not difficult to ingest more than 250mg of caffeine daily. Just one cup of coffee has 100mg of caffeine, a 12 oz can of cola has 30mg of caffeine, and an 8.4 oz serving of Red Bull has 80mg of caffeine.
In conclusion, if you have anxiety, you should check your consumption of caffeine, as it can cause anxiety, both during active consumption of caffeine (caffeinism), and also when you abruptly stop it (caffeine withdrawal).