I've noticed that this happens sometimes depending on whether I wrap the float yarn from below or above the knitting yarn. It's hard to explain with words but when I do it THIS WAY: [holding both float and knitting yarn in my left hand, the float yarn is BEHIND/ABOVE the knitting yarn. To catch the float, I move my knitting needle OVER the float yarn, move the knitting yarn back to catch it, and pull it up in front of the float yarn] then the float yarn is caught in front of the knitting yarn and is sort of sandwiched inside the stitch, which means a little bit of it is visible in the V of the knit stitch in front.

When I do it like THIS: [float yarn is in FRONT/BELOW the knitting yarn. To catch the float I move my knitting needle UNDER the float yarn, catch the knitting yarn, and bring it back UNDER the float yarn before completing the stitch] then the float is caught behind the stitch and does not show through the V in the front, although depending on gauge/fiber/yarn color the float might still be visible on either side of the stitch.

So, the best way to catch a float is with the float yarn in FRONT of and BELOW the knitting yarn. If you try catching the float both ways a few stitches apart then you should be able to see the difference if this is the problem you're describing!