If you use Java like most other programming languages, e.g. to write standalone applications, it is no less secure than other languages and more secure than C or C++ because of no buffer overflows etc.
But Java is regularly used as a plugin inside the web browser, e.g. similar to Flash. Because in this case the user runs untrusted code without having explicitly installed it, the idea is to have the code run inside a limited sandbox, where it should not be able to somehow act against the system or the user (e.g. read local files and send them to the website, scan the local network etc). And this is where Java failed in the recent years, e.g. new bugs popped up sometimes on a daily basis which allowed escaping from the sandbox.
Also, sometimes bugs in the byte code interpreter or native libraries lead to buffer overflows and could compromise the system, but in this regard Flash is usually considered worse.
And as for the other languages being better: these usually can't even run as untrusted code inside a sandbox (exception is JavaScript and maybe Flash), so they would be even worse because there is no inherent way to limit their interaction with the system.