Depending on the type of chuck, it’s common for smaller Drill Bits (around 1-3mm or less) not to grip. Consider using a RYOBI 18V One+ Rotary Tool (R18RT-0) if this continues to happen.
The Drill Bit may also have dust or liquid on the Bit, which might cause it to slip - this can be prevented by cleaning the end of the Drill Bit that goes into the chuck.
Depending on the type of chuck, make sure when tightening that the Bit is seated in the chuck jaws with equal seating / pressure applied by the chuck jaws.
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/engraved 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.