The air compressor's air tank will rust and eventually leak air if you don't drain condensate water from the tank through the tank drain valve regularly. Replace the air tank if you see rust on the bottom of the air tank.
Loose air tube fittings let air to leak out of the tank, so tighten all air tube fittings to prevent air tank leaks.
A failed check valve lets tank air to escape through the unloader when the pump stops running. Replace the air compressor check valve if air leaks out the unloader when the pump motor stops.
A leaky safety valve or leaky drain valve can also allow tank air to escape. Replace the leaky safety valve or drain valve.