How many miles on the chain and cassette? Do you lube the chain every once in awhile?
Generally speaking a 9 speed chain, if maintained properly, should be lasting you something like 3-4 thousand miles. The cassette should be lasting 10K miles or longer. Typically, you do not change a cassette with each chain, but more likely every 3-5 chains, depending.
This assumes you keep your drivetrain reasonably clean and lubed. If you ride in the wet and muck and never lube your chain the numbers will be much lower.