New chain or used?

If used measure it for stretch (wear). Use a 12" ruler, since chains are 1/2" pitch, the pins at both ends should line up the same with respect to the inch markings. Note how far beyond the mark the far pin is, and if it's more than 1/8" that's likely your problem.

Also set the bike in a corner with the front wheel against the wall so it can't roll. Have a friend stand on a pedal while you watch the chain on the small sprocket carefully. Have your friend apply load, up to his full weight in an effort to ride through the wall. The chain will creep froward on the sprocket. What you want to watch for, is whether it also creeps outward toward the tips of the teeth. If yes, the chain or sprocket (or both) are toast.