What is your input voltage, what is your output voltage?
Did you observe that a linear regulator like the LM317 needs a minumum difference between input and output voltage for correct operation (voltage drop)?
Did you use bypasscapacitors as described in the LM317 datasheet?
And you did use the adjustment resistors aas described in the datasheet, shure you did. Di you?
And you did not mix up input and output of the LM317?
I suppose it is one of these points where the error is hidden. Otherwise the LM317 is a fairly well-tempered chip.
Show us your schematic.
Harald