Export as a JPEG, jpeg does not support transparency and any transparency is replaced by the current background colour.
If you want to keep the transparency export as a png. (if it is for a web-page 'thumbnail, you might get away with gif format and 256 max colours)
If you want to keep the transparency export as a png. (if it is for a web-page 'thumbnail, you might get away with gif format and 256 max colours)