Files moved since downloaded.

I have recently started experiencing a problem with downloads. I currently use safari as my web browser and every time I try to download anything the download screen pops up as normal with the file I am trying to download. When I click on the file to open it, however, a message saying “safari cannot open the file {file name} because it moved since you downloaded it.” come up. I have tried downloading on Windows Explorer but a similar thing happens. How do I fix it? I have never had this problem before.