One cause of this is chainring wear. The teeth become slightly hook shaped, which catches the chain rollers and pulls the links up around the chainring.
This will be exacerbated by introduction of a new chain. A worn chain gets slightly (in the order of 0.5 - 0.75%) elongated due to wear between the rivets and plates. The new chain, having slightly less distance between rollers is more prone to getting caught.
Look at you chainrings and look for signs of excessive wear, especially the one you use the most. Also look at the cassette sprockets, if you didn't change the cassette when you got a new chain.