Check the owner's manual for your sewing machine and make sure you're inserting the needle correctly. I have 7 machines. One has the flat side of the needle placed facing the rear of the machine. Another one has the flat side on the left. A third machine uses round needles, meaning there is no flat side at the top of the needle. If you're using a flat needle in a machine that uses round ones, I could see it coming loose and falling out.