We really can't offer any help with such a minimal amount of information.
What version of MB are you using? (Help > About) INCLUDE THE LETTER (if any) AFTER THE NUMBER
How was MB installed? (Store, Installer, Portable)
Are you syncing from the device to MB or visa versa?
How are you syncing? (Wired/USB? WiFi? Drag/Drop?)
Is artwork embedded in the music files or is the artwork a separate file?
What format are your music files?
Is this the first time it has happened?
Has it happened since?
Do all synced files have the artwork missing?