Do you have any adjustment layers above the layer from which you make your selection, or a blending mode, other than normal, on the layer you are sampling?
If so check the sample options in the options bar for the color picker. Which to use , depends on what you are going to do with the color you have just sampled.
Current Layer - does what it says and picks the color on that layer - ignoring the adjustments above or impact of blending on layers below. If you are going to brush back onto that same layer this is what you want so that the color will look the same.
Current & Below - Takes the current layer and any below and shows the resulting colour at that point. It ignores adjustment layers above.
All layers - takes the combined impact of all layers. This is great if you are then going to paint into a new layer at the top of the stack, but if you are going to paint into an existing layer with adjustment layers above it - you will effectively be painting with the adjusted colour then adjusting it again. So it will not match.
All layers - no adjustments - takes the combined color from all layers but ignores adjustments
Current & below no Adjustments - whet it says on the tin
Hope that helps
Dave