Hello, problem with the audio AFTER exporting

Ok so, when i make a song, i usually play around with the gain feature in audacity. But the problem is that when i export it and listen to the song, the gain will not be there and the song will sound different. That makes it really hard for me to have the sound i want. Help?

i usually play around with the gain feature in audacity

Do you mean the Amplify effect? If you go over 0dB the file can be [u]clipped[/u] (distorted) when you export. But even though the peaks are clipped, it should get louder because the average is pushed-up.

As long as you don’t clip Amplify will not affect the quality of the sound. If you are saving (exporting) to a lossy format (MP3, etc.) you can loose quality, even if you started with MP3.