you must have a leak on the suction side of the pump allowing air into the
system if not then the well point may be plugged up with sand.

Bob,
Thank your for your reply.
How can I check if I have a leak on the suction side and which side is
the suction side?
After your post I re-adjusted the check valve (thinking that it's on
the suction side). Disconnecting the check valve while the pump was
working didn't cause lost of pressure in the pressure tank.

Jack