I think we're assuming it is all of a sudden starting this behavior, correct?
If this is a fish that has just been introduced into its new home, chances are its still a little freaked out.
If it has been in your tank for a while, and is now showing this behavior, I would either keep an eye on it if it's the only fish in the tank, or take it out and QT it, treating it for a number of different diseases. Could be worms, bacterial infections, ich (even though you don't see it), etc.