Yes, vex is a Scrabble word!
...and is worth 13 points in Scrabble, and 14 points in Words with Friends
vex
Verb
1. Cause annoyance in; disturb, especially by minor irritations
2. Disturb the peace of mind of; afflict with mental agitation or distress
3. Change the arrangement or position of
4. Subject to prolonged examination, discussion, or deliberation
5. Be a mystery or bewildering to
What Scrabble words can I make with the letters in vex?
2 Letter Words
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Words that can be created with an extra letter added to vex:
T:vext