I think it's because you're parenting the Fireball to the player or have a .Died event inside of the fireball which removes it. By the looks of it, if you created it yourself and don't know why this is happening, it's probably not because you yourself removed it using the .Died event of the Humanoid.
You probably parented it to the Character of the Player, which gets destroyed every time a player dies. So, upon the Character being destroyed, so are all of its descendants. Therefore, you need to make sure the fireball isn't under the Character.