Water may leak if the product wasn't properly installed.
1) If the shower and hose are not securely attached
Check whether the shower is tightly attached all the way with no looseness.
Check whether it's at an angle.
2) If it hasn't been fitted together (the screws don't fit together) properly
Check whether it improves if you try the correct adaptor.
Check whether the screw parts on the shower or hose have been crushed.
3) If the rubber seal at the connection is sticking out or damaged
Check whether the rubber seal (O ring) is securely attached to the shower's screw thread.
If the rubber seal is damaged, replace it immediately. You can buy a new rubber seal at any hardware store, or contact MTG Customer Service.
Rubber seal (thick): Inner diameter 17.12 × thickness 2.62, EPDM 70°
Rubber seal (thin) (comes with the product): Inner diameter 17.8 × thickness 1.9, EPDM 70°
4) If there is another part left between the shower and the hose
The showerhead adaptor or chlorine removal device you were previously using might still be there. Check that only components for the original hose are there.