To know if it is the pedal, try a few different cables to the amp and then;

#1) Turn the guitar volume to ‘0’. If the noise is gone, it’s the guitar at fault.
#2) Use a battery. If the noise is gone, the power supply isn’t filtered enough.

With the pedal, try and make sure all jacks are tight, even though it’s a new pedal. There shouldn’t be anything loose inside, or a poor wire connection. But a bad ground through the jacks might be your trouble.