Sounds very much like the case. If you open the plug you'll probably find that it's just twin power cable with no earth. If your turntable has a separate earth lead and you have the same problem when you connect it to your mixing desk then the likelihood is that the mixing desk is also twin power cable with no earth. Most, if not all Hi-Fi amplifiers are earthed via the power socket so you shouldn't have this problem.
You need to try and connect the turntable chassis to a good earth source.