Check the ingredients. Lubricants that contain glycerine can cause yeast infections in some women, and it's a common ingredient in both normal and flavored lubes. Parabens can also cause a reaction (not specifically a yeast infection, but irritation nonetheless) in some people.
For flavored lubes specifically, sometimes you might even see sugar listed, and that's just asking
for a yeast infection. Some use aspartame instead of glycerine or sugar, in which case you might have an allergy. Keep in mind that flavored lubes are generally intended for oral play, especially since they're more likely to feel sticky.
If you've ruled all these out and you're still not sure, you might want to talk to your doctor. Actually, a trip to the doc might be a good idea either way, especially if you've never had a yeast infection before or you're not 100% certain that's what you have.