Problem with the Comments Section

All comments, including my own, that include links are instantly deleted by my publishing software. Anyone who writes something in the comments section with even a single embedded link will see a message claiming the comment will be published after I approve it. But that isn’t actually happening. These comments are being deleted straight away before I even have the chance to look at them, let alone approve them. I’m not sure what the problem is. This is not a feature. It’s a bug. Any ideas?