We are a question/answer website service and have no affiliation with the SSA.
You need to contact the SSA to change the direct deposit information. My preferred way is to walk into a local social security administration office.
Otherwise, you may make the request via on-line account or making a phone call to the SSA. The website links and citation below is for your further information.
Please feel free to follow up.
Fiona Chen, MPA, Ph.D., CPA, ABV, CFF, CITP
"If you already are receiving benefits, you can create a my Social Security account and start or change Direct Deposit online. You also can sign up at your bank, credit union, or savings and loan. Or call Social Security at 1-***-***-**** (TTY 1-***-***-****)."