When my prefabs are instantiated they don't have their script attached

I've got this weird problem. I've made this Shooting Script, when my player click's the button a bullet appears in the game, but the bullet does nothing. I checked the cloned bullet and somehow it doesn't have the script attached, can anyone tell me how to solve this? If I drag it to the Hierarchy panel, it does have the script. I use this to instantiate them:

 void Update () 
 {
     if (Input.GetMouseButtonDown(0))
     {
         Instantiate (BalaJugador, new Vector3 ( Jugador.transform.position.x,Jugador.transform.position.y,Jugador.transform.position.z), Quaternion.identity);
     }
 }