Are you taking the chain apart a lot to clean it? If so stop doing that! instead use a chain cleaning machine like the Park to clean the chain. Every time you take the chain apart you weaken that link more and more. In addition to that problem incorrectly installed pin will make a chain fail fast.

Here is how a chain is to be put together: www.cyclingnews.com news and analysis

The others mentioned shifting under load, but do you cross your gears? meaning do you ride in the largest front gear and the largest 3 rear gears, and or do you use the smallest front gear and the smaller 3 rear gears? that is crossing and it puts a lot of stress on chains. Some folks say chains are tough and cross chaining or shifting under load won't break a chain, I'm not sure, I've never broke a chain in 40 plus years of riding including racing and training in the mountains of California where I shifted a lot under hard load.

It's also possible you somehow are using a chain that is too short (too long won't cause a chain to break it will would instead have sloppy shifting and cause the chain to drop).