In a reaction if the product produced is same particle that initiate the reaction, then a chain reaction is set up.

eg. When a single uranium-235 nucleus captures a neutron, its fission produces 2.5 neutrons.These freshly produced electrons can further cause the fission of more uranium nuclei, producing still more neutrons and so on.

So, the number of fissions taking place at each successive stage goes on increasing at a rapid rate.

This type of reaction is called chain reaction.