This is almost always because the chuck wasn't tightened correctly to begin with. A hand-tighten often isn't enough under load.
Diagnosis: The chuck's internal jaws aren't gripping the bit shaft tightly enough.
Fix: You need to use the drill's own torque to lock the chuck securely.
- Insert your drill bit fully into the chuck.
- Hand-tighten the chuck as usual.
- Now, set the drill's direction selector to REVERSE.
- Grip the chuck sleeve firmly with your hand (don't use the key if it's a keyless chuck).
- Briefly pull the trigger for one quick burst. The reverse motion will tighten the chuck jaws against the bit. You'll feel it lock.
- Return the selector to forward and test.
If that didn't work: Check for debris inside the chuck. Open it fully and use compressed air or a small brush to clean out any sawdust or metal shavings. If the chuck itself feels wobbly or damaged, it may need replacement.
Heads up: Always perform this reverse-tightening trick with the drill unplugged or the battery removed first until you're comfortable with the motion, to prevent accidental starting.