Someone removes the firewall

Lately I find myself with the problem where I am warned that my PC is in danger and it is because of a sudden removal of the firewall, then I can put it back but at the time I returned to, I am beginning to wonder if that there is some sort of virus on my computer that makes this kind of thing.

Someone knows who is this?

You do not mark any error. So there may be some software that is interfering and removes the firewall y itself. Did you observe this after installing any software?

It is quite likely that this is a virus / Trojans / etc that is disabling the firewall and therefore the system will send notices.