Only time I've had that happen to me was with an app I had downloaded that didn't play well with my phone after it was rooted. Luckily I had monitoring apps that I could look at and see what was causing the issue. If your phone is relatively new and you haven't installed very many apps yet, I'd suggest a factory reset (you can search here for how to do it) and see if that helps your issue. Otherwise, you may want to try and get a replacement phone.
My suggestions are as such since there's not very much info about your phone, what you've done with it since you got it, and what apps are on it currently. If you are really needing some help, more info (such as if you're rooted / using stock or custom ROM, what apps you have, how long you've had the phone, etc...) would be helpful.