This shouldn't be happening, so something is wrong. First verify the the the chainline is correct - stand behind the bike and sight along the rear cog to the chainring and see that they line up properly. Second check that your chainring doesn't have a wobble or a bent tooth that could let the chain jump off. Turn the crank and watch the chainring teeth to see if anything looks misaligned.

The third possibility is that the chainring isn't perfectly concentric with the bottom bracket spindle and therefore the chain tension varies as it goes around. Again slowly turn the crank and see if the tightness of the chain varies. If this is the problem you can frequently make minor corrections by slightly loosening the bolts holding the chainring to the crank and tapping the ring to make it more concentric before tightening the bolts again.