changing tubes in my phono causes hum ?

Some 12AX7, are sensitive, to the electronic fields, that are present in gear. 12AX7's were regularly shielded, in most vintage gear, for this very reason. If the tube, is not defective, then maybe you could try a tube shield, that you can ground(connect to the ground plane, of the pre)and see if that solves the problem. If interested, I have a source, for that very thing.

If what Gs5556 suggests turns out to be the case, Electro-Harmonix markets a 12AX7 type with an "LPS" (I believe that's correct) suffix, which uses a spiral filament said to avoid the problem. I personally have not tried this tube out, but others on the forum have recommended it as being better all around than the regular old Sovtek 12AX7's alongside which it is made in the Reflektor factory...

Your phono section may have AC tube heaters instead of the (preferred) DC. Some 12AX7's don't like AC and will let you know by humming.

Are you sure it is truly hum you are hearing, or could it be 'tube rush'?

Which tube phono?