Desvenlafaxine, (Pristiq) like any of the psychotropic meds, has a great number of possible side effects, but a delay in menstrual cycles is NOT listed in the PDR.
If there is no possibility you may be pregnant, the delay in your period is no doubt due to stress relative to the depression.
Since you have only been on desvenalafaxine for one week, I'm assuming your prescribing doctor wants you back for a follow up in a few weeks time.