That is an annoying one, and it is usually the fit of the wheel on the axle. Three things to check:
First, that the axle pins are fully inserted into the motor shafts.
Then push each wheel firmly onto its axle until it seats all the way and stops sliding.
Finally, check the wheel sits square on the axle rather than at an angle. A wheel that goes on crooked works loose again quickly.
Compare what you have with the wheel assembly section of your build guide at circuitmess.com/blogs/resources, which shows the step with photos.
If the wheels still will not stay on, email us at [email protected] with your order number and a photo or short video of the wheel and axle. We will look at it and tell you what is needed. A genuinely faulty wheel or axle is replaced free of charge. A part damaged during assembly or in use can still be replaced, but it is charged and we always quote you the price first. See Do your kits have a warranty?.