Из блендера Чикеном экспортишь? Если да, то см. мануал чикена - проверь флаги.
Exporting a texture with an alpha channel:
* Currently, the only way that Chicken will respect an alpha channel on a texture is if it is specified as having one as a Texture in a Material. You can specify whether a texture has an alpha channel by activating the Alpha toggle in the Map To tab in the Material panel as shown in the picture.