HMMMM the first question any of you should have asked is????
What are your temps? Ahh thats it.
We need more system details.
do you have any other Software controlled fans?
the only explanation i can come up with is that under load your system fans are ramping up, and so cooling your CPU enough to lower its own fan speed. tbh though, that sounds so stupid now that i have written it that it should probably be ignored.
have you been looking at some software to determine fan RPM? or are you going by noise? it could well be another component making the noise.
My fan lowers speed under load and increases speed when idle. How do I fix this.
What fan? CPU Fan, GPU Fan, Electric Fan? Joking aside we need more details as requested by the posters.