There are a few things to take into consideration.
1: Make sure you only have the voice coming through your headset, as you may be hearing your voice in stereo by having the sound enabled to be heard via speakers and headset.
2: Your Internet connection may be slow, so whatever you say could be a delay by your internet bandwidth.
3: Could be a faulty headset, are you using a official product of Microsoft? I have used so far a wired third party headset which was crap, bought the official wired one and was much better, then i have bought the official wireless headset and its definitley worth the money. The better one out of the lot.
4: Not really sure if this one counts but in some cases the volume could be turned up too high, if your preference is to play it through speakers and headset that is.
5: If your using a wireless headset are you within range of your console, if your using a wireless pad are you within range of your console.
Hope these help