If the voltage rating of the capacitor is below the voltage applied across the capacitor it will eventually leak, short and in extreme cases, explode. I have seen electrolytic and paper capacitors literally disintegrate leaving a fine paper confetti everywhere.
For your specific case what is the requird voltage rating and what voltage rating did you install? Most circuit applications and designs derate components so there is a margin to compensate for tolerances of other components, line voltage etc.
What is the circuit application and how much voltage is actually applied across the capacitor?
Gary
:I put in a capacitor with the right capacitance (mfd value) but a lesser then called for voltage?
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