This is the defined behaviour for Java when Autoboxing. Check the relevant Java Language Specification section. Read the discussion section there also. The following paragraph is taken from the specification:
If the value p being boxed is true, false, a byte, or a char in the range \u0000 to \u007f, or an int or short number between -128 and 127 (inclusive), then let r1 and r2 be the results of any two boxing conversions of p. It is always the case that r1 == r2.
Ideally, boxing a given primitive value p, would always yield an
  identical reference. In practice, this may not be feasible using
  existing implementation techniques. The rules above are a pragmatic
  compromise. The final clause above requires that certain common values
  always be boxed into indistinguishable objects. The implementation may
  cache these, lazily or eagerly. For other values, this formulation
  disallows any assumptions about the identity of the boxed values on
  the programmer's part. This would allow (but not require) sharing of
  some or all of these references.
This ensures that in most common cases, the behavior will be the
  desired one, without imposing an undue performance penalty, especially
  on small devices. Less memory-limited implementations might, for
  example, cache all char and short values, as well as int and long
  values in the range of -32K to +32K.
For ints, those between -128 and 127 (inclusive) autoboxed Integer objects will return true for the check ==. It is said that these integers are cached and in a constant pool.
But if you just do new Integer(int) the objects created will always be different.