My makeup cakes every day; could it be that I'm not exfoliating properly?

I wear makeup every day, but no matter how much I exfoliate and moisturize, my makeup still looks cakey. I make sure to exfoliate at least twice a week, and for moisturizing, I wipe my face with a sufficient pad. I also apply a hydrating serum, a soothing moisturizer, and essence regularly, but could the problem be that my makeup is caking because I'm not exfoliating properly? Is there a better way to exfoliate my face?