The chuck securing screw has potentially loosened - tighten to avoid dropping Bits all the way into the bottom of the chuck.
Depending on the type of chuck, make sure when tightening that the Bit is seated on the chuck jaws with equal seating / pressure applied by the chuck jaws.
Some Drill chucks have a ratcheting feature to prevent over-tightening, however it’s important to ensure the chuck is securing the Drill Bit correctly –pull the Bit to check for movement or slippage.
Check Drill Bits for excess wear or damage, as this can also affect the holding power of the chuck.
Check the rating of the capacity of the chuck either located in the instruction manual or listed on the front of the chuck. If the Bits are outside of the chuck’s rated capacity it may be better to use a different tool, such as Drill press or rotary tool for the job.