We know that magnetic field can change the direction of the motion of a charged particles, but it will not change its speed*. Similarly, direction of momentum changes but magnitude of momentum does not change.
However, change in direction of velocity means that the velocity is changing. Therefore, linear momentum is not a constant in circular motion.
Mathematically stated, Lorentz equation for magnetic part of force on a charge
Newton's second law of motion states that the force on the particle is equal to the rate of change of its momentum;
Dividing both sides with
This means that kinetic energy is constant in time for such a motion. This is outcome of fact* stated above.