Big problem: this is not the same color

Hi all, I have a really big problem i can’t solve:

look at the attached pic…

The same CMYK color in photoshop and illustrator aren’t the same.
What i do first is to choose my color in photoshop, here i do my first quick layout. Then I take the choosen cmyk color and i make it in Illustrator, as u see, the color is not the same…

And there is more: if I take my CMYK color made in Illustrator, and re-make it in Photoshop…it change the cmyk.

Someone can help me?what happens here?