Why when i export my gradient to JPG, the image become like this

Thanks for all of your replies of this Banding thing. Exporting not to JPG is best solution . Thanks.

Banding happens whenever data are reduced to 8 bit color depth, where you only have 256 discrete steps per channel.  Banding is cumulative. In a chain of several 8 bit conversions, they will pile on top of each other.

The usual source is the display system, which always operates at 8 bits (unless you have a 10 bit capable monitor). As long as your original file is 16 bit, the display-induced banding may not be immediately visible or significant. 

But jpeg is an 8 bit format. And not only that, the jpeg compression works more aggressively on the color component than on the luminance component. Close colors are squashed together. So you get additional jpeg-banding in addition to standard 8 bit banding. It all adds up.

A very effective way to reduce or eliminate banding in 8 bit data is to introduce a little bit of noise. Not much, just enough to break up the banding.

It's called Banding. Are you seeing it in your Photoshop document or only when you export?

Mostly due to JPEG compression. Even at 100%, you are still losing data by virtue of saving off as JPEG.