I live in the Phoenix area and planted a young navel orange in the fall. It has lost some of it's leaves and new leaves are yellow. Too much water?
Yellow Leaves on Newly-Planted Citrus
Certified GKH Gardening Expert
This is a lack of nitrogen that causes this. It is best to fertilize in early spring each year. Now would be a good time to do so.
Alternatively, it could be a pH issue in the soil. This can be corrected using, both, dolomitic lime and iron sulfate in the soil. Follow the instructions as per the package. This can make nitrogen unavailable if the pH of the soil is too high.