Energy is continuously created in the sun due to:

The central mass of the sun becomes increasingly hot and dense, eventually initiating thermonuclear fusion in its core. It is thought that almost all other stars form by this process. nuclear fusion is a nuclear reaction in which two or more atomic nuclei join together, or “fuse”, to form a single heavier nucleus. During this process, matter is not conserved because some of the mass of the fusing nuclei is converted to energy which is released. Fusion is the process that powers active stars. The fusion of two nuclei with lower masses than iron (which, along with nickel, has the largest binding energy per nucleon) generally releases energy, while the fusion of nuclei heavier than iron absorbs energy.