Why doesn't downloading images from chrome show up in my finder?

It's happened every since I had this computer. I would download a file, most often an image file, doesn't matter if it's jpg, png, or gif, but it wouldn't show up whenever I looked for it in the finder. Is there a certain setting I have in place that is causing this? I don't know what to do. When I change my desktop background, however, I can see all the images I've downloaded from chrome, but I just can't seem to view them in the finder. It's really weird. Anyone have this problem?