First follow the instructions in this support article.
If the iPhoto library is the source of your desktop pictures, it may need to be rebuilt, or you may need to update the iPhoto application to the latest version.
Otherwise, continue as below.
Back up all data.
In the Finder, hold down the option key and select
Go ▹ Library
from the menu bar. From the Library folder, delete the following item, if it exists:
Caches/com.apple.systempreferences
and move the following item to the Desktop:
Preferences/com.apple.desktop.plist
Launch System Preferences and test. If you still have the issue, put the item on the Desktop back where it came from and post again. Otherwise, delete the item.