It is generally agreed amongst people in the publishing industry that you should italicize chapter titles when you are writing a book. This is because chapter titles are considered to be a larger work than just a part of a sentence, and they should be treated as such.
However, there are some people who believe that you should quote chapter titles instead of italicizing them. This is because they believe that chapter titles are not considered to be their own work, but are instead a part of the larger work that is the book.
Which one you choose to do is ultimately up to you, but it is generally considered to be better to italicize chapter titles.