DIAGNOSIS The tool-free blade clamp isn't fully engaging. Debris in the clamp mechanism or a worn blade holder are the usual suspects.
FIX Clean the blade clamp. Open the lever fully, remove any blade, and blast compressed air into the clamp jaws and the slot where the blade tang goes. Inspect the small metal pin inside the clamp that locks into the blade's hole—ensure it moves freely and isn't broken. Insert a new, undamaged DeWalt T-shank blade and close the lever with firm, decisive pressure until it's fully parallel with the tool body.
IF THAT DIDN'T WORK The blade clamp assembly (part of the plunger and shoe) may be worn or damaged from forcing dull blades. This requires replacement of the shoe/plunger assembly.
HEADS UP Never use a blade with a damaged or enlarged mounting hole. Using excessive force to close the lever can strip the mechanism; it should require firm pressure, not your full body weight.