The filter is not sealed. The groove on the filter is not aligned with the ridge in the reservoir.
Remove the filter. Re-insert it, lining up the groove with the ridge. Press down firmly until fully seated. You should feel a tight seal.
IF THAT DIDN'T WORK: The filter may be defective or the reservoir ridge is damaged. Try a different filter. If leaking persists with a new, properly installed filter, the reservoir is faulty.
HEADS UP: Always fill water on the side of the reservoir, not directly on top of the filter. This prevents forcing water past the seal.