You need to give us more details. Closed in the sense of topology or closed in the sense of being a subspace of a vector space (or a group or whatever)? Do you mean differential? What sort of objects is it acting on? Just real-valued functions of one real variable?
Still not enough information! If I were to guess, then it would be that you want to know how to prove that the space of differentiable functions between 2 topological spaces is not closed under some topology.
Is this correct? If so, which topology? Don't hold back!