I am solving Axial turbine blade through cfx. I am using material as steam. When I am checking the static entropy at inlet and exit, i found the inlet entropy is more than the exit entropy which is against physics.Can any one help me in this issue, what could be the problem.

It is not against physics. Since you have inlet/outlet it is an open system and thermodynamics says that entropy of an isolated system can not decrease.

What is happening in between inlet and outlet will be an indicator that why entropy is decrease/increased e.g. heat loss or friction etc.

This is exactly what you should expect from a steam turbine. Just look as the H-S diagram for the cycle.

-CycLone

...I should add that the entropy of the stage should increase, but it is expected to see a drop in entropy through the rotor.

-CycLone