My newborn has bleeding in brain. why would this happen?

Few possibilities: There are many reasons why newborns get intracranial hemorrhage (bleeding in the brain). If a baby is premature (usually less than 32 weeks or so), if the baby did not receive the vitamin K shot at birth, an underlying bleeding disorder, trauma (shaken baby) are a few of the possibilities to consider. A thorough evaluation should be undertaken with your Pediatrician and specialists.