Pulsation period of Cepheids should change as stars evolve through the instability strip. Rates of these changes found by other authors based on the decades-long O−C diagrams show rather good agreement with theoretical predictions. We have checked the variability on the scale of a few years on the data recently published by the Optical Gravitational Lensing Experiment (OGLE) for the Large Magellanic Cloud Cepheids and found period changes for 18% of fundamental mode and 41% of first overtone pulsators. It suggest the overtone pulsations are less stable than the fundamental ones. For stars which had the cross-references in the MACHO catalog we have checked if the period change rates derived from the OGLE and the MACHO data are consistent.