We need way more information than that. Are you using an online exchange? Or an online wallet? Are you using a desktop wallet that has a changing address? There's a lot of different things that need to be taken into account and you can't just ask why something is changing without explaining it more.

If it is an online wallet, then most wallets change addresses to help obscure the owner of a wallet. You will always receive your Bitcoin either way, though. If it is an offline wallet, then chances are it has a similar function but it is simply changing the public address and still lumping all your Bitcoin together.