Check first to see if there is a screw or allen head bolt deep down in the centre of the chuck, securing it against loosening due to vibration. The trouble is the head of such a screw often gets damaged, making it difficult to remove.
Then the chuck itself will be screwed onto the spindle with a RH thread, so it tightens in normal use. It may be very tight, so insert a tight fitting steel stub into the chuck key hole, and hit it sharply.
If it is a keyless chuck, there should be a slot there somewhere to fit a piece of metal into so you can hit it. Use a piece of soft steel or copper if you have it.
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