Pilot light won't stay lit when you try to turn control knob to thermastat. Is it the thermocoupler, the control valve or the pilot assembly?

There are a few potential issues that could cause a gas furnace to light but not stay lit when the control knob is released. Here are a few things you can try to troubleshoot the problem:

1. Check the gas valve to make sure it is open and functioning properly.
2. Check the gas pressure to the furnace. If the gas pressure is too low, it can cause the furnace to go out when the control knob is released.
3. Check the thermocouple for proper installation and alignment. The thermocouple should be seated securely in the pilot assembly and should be properly aligned with the pilot flame.
4. Check the pilot assembly for any debris or obstruction that may be causing the problem. Clean the assembly as needed to remove any debris.
5. Check the control valve for proper operation. If the control valve is not functioning properly, it may not be able to supply the necessary gas to keep the furnace lit.

If the pilot light won't stay lit and the thermocouple is okay, then the thermostatic control valve may be defective. Replacement of this part should be performed by a trained gas technician. ... If your gas water heater doesn't stay lit, you may have a defective thermocouple.
https://www.fix.com/repair/appliance/water-heater/wont-stay-lit-keeps-shutting-off/

Classic symptom of a malfunctioning thermocouple. When you press the knob, you force the gas valve open so gas will flow. The function of the thermocouple is to confirm that the pilot is lit and allow gas to continue to flow when you release the valve. A new thermocouple is not that expensive. Good luck!

99% of the time it is just dirt and dust in the pilot light. NOT a bad thermocouple! These units generate their own power through the pilot light and it has to burn perfectly. Turn off gas supply, remove the cover and the pilot light assembly, including disconnecting the tiny gas line from the gas valve. Blow compressed air in, around and through it to get dust out. Replace everything, use soap bubbles at gas fittings to leak test and light the pilot. I bet it stays lit.

If you are referring to a gas fireplace:

• Make sure the pilot knob is turned from "pilot" to "ON" or it will never run.
• If the pilot knob is "ON", and the pilot is lit, but the burner won't light, it could be a bad Thermopile. The thermopile is the other safety mechanism in the pilot assembly that controls the burner.

I would remove pilot light assembly and clean orifice and blow out gas line to pilot. Check to see that thermocouple is centered in pilot flame. It is possiblethat your gas valve is bad but it is also possible that you got a defective thermocouple. I would change the thermocouple again as they are much less expensive then the gas valves. The next time when you are sure you have the thernocouple mounted as close to the center of the pilot flame hold the pilot button down for several mins. If none of this works then you may have to change your gas valve.Thank you.

The pilot assembly may be dirty (dust, lint, pet hair) or the Thermocouple has failed. The thermocouple is a safety feature that stops gas from coning out of the pilot, if the pilot suddenly goes out.

If you can disassemble the heater cabinet, you can access all of the inner workings. To clean the pilot assembly use canned compressed air with a straw nozzle (like you clean your computer with). Blow out the pilot tip and all down the pilot assembly. If you see a lot of dust inside the heater cabinet vacuum it out with a vacuum that has a hose and brush attachment. A crevice tool works well too.

After doing all of the above, reassemble the heater cabinet, and try lighting the pilot. Be sure the control knob is right in the pilot position, when you depress it to light the pilot. If it doesn't go all the way in and your don't feel strong pressure pushing back on it, it's not right in the pilot position. Turn it a hair one way and then the other, until you locate it exactly. Light the pilot as you normally would, hold the control knob in for one minute after it lights, then ease off of it slowly. In the Pilot stays lit, let it burn for a minute before turning it to the ON position. After that, you should be back in business.

If the pilot lights and fails to hold, the Thermocouple will need to be replaced.

Remove front cover,or just lower section if you can. they usually just need to be lifted up about an inch or so and pulled out. However some have covers that snap in place. After you remove cover locate gas valve. It should have a control knob on top with markings for on, off, and pilot. Set control to pilot. Follow lines from gas valve to burner compartment, one goes to main burner one ,small copper colored line is the thermocouple, other line is the pilot. Turn thermostat down as far as it will go. Make sure gas supply valve in line to heater is on and then depress pilot control , when you have pilot control depressed have a match or other small flame source close to pilot assembly. If it lights then hold down on pilot control for a couple of mins. Slowly release pilot control and if it stays lit turn gas control to on. Turn thermostat up to call for heat and burner should light. If pilot doesn't stay lit when you release pilot control then try again holding pilot down longer. If it still won't stay lit then thermocouple will need replace. Good luck. Thanks

I would check to make sure control on gas valve is in on position and pilot is lit if you have a standing pilot. If you have a spark or hot surface ignitor make sure they are trying to lit pilot. If you have standing pilot model and pilot lit is not on. Turn control on gas valve to off,wait five mins. then turn to pilot. Depress botton and try to light pilot. If it lights hold down for a couple of mins. then release.. If pilot stays lit turn control to on. If thermostat is calling for heat this should bring main burner on. If pilot does not stay lit then replace thermocouple. Hope this helps. Thanks

crappy pilot flame (not properly heating the thermocouple), bad thermocouple, thermocouple loose where it screws into the pilot safety valve, bad safety valve magnet.

One or more of those is the problem.

Oh...there is also a saftey switch...in case it tips over. It will also cause the pilot to not stay lit (if the switch or wires that go to i are faulty)