I can't get the pilot to stay on, when I switch it to on after it lights. I tried turning it up and it still did't stay on.

If pilot stay lit, then thermocouple is working.
If pilot will light, then you have gas. If pilot goes out when pilot button is released, then thermocouple is next suspect.

Thermocouple tip must sit in pilot flame.
The pilot light heat applied to two different metals inside thermocouple causes small current.
The current travels back to gas control valve through copper line.
If the gas valve receive this current, then a magnetic switch stays open and allows gas into the gas control valve.
The magnetic switch is on the end of the red button you push down when lighting pilot. Essentially the red button is an override to the magnetic switch.
If the gas control valve does not receive the current, then the magnetic switch does not stay open when you release the red button.
When replacing thermocouple, note that it is not screwed very tight into the gas control valve. Finger tight + 1/4 turn. If it is overtightened, then the small thermocouple current shorts out against the gas control body.

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The high limit switch has nothing to do with the pilot light, but will shut down the main burners. It the pilot light will not stay lit, then it is most likely the thermocouple. If the pilot light will not light at all, then gas is not reaching the pilot. Most likely, the pilot light tube is clogged with grease. When you push on the button to light the pilot, you are overriding all safeties inside the unit and sending gas to the pilot. Also make sure that the unit itself is getting gas. New regulations require a shut off within the hose that feeds the appliance which will shut off due to a surge of gas through the hose. To reset it, disconnect/reconnect the hose at the intake end and when you turn the gas back on, turn it on slowly.

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

The pilot light jet may have got a little bit of dirt or grit in it which is preventing it from keeping alight. Try probing the jet with a fine piece of wire to see it the blockage can be dislodged. You may have to unscrew the jet to clear it by blowing air through it. Make sure gas is turned off first before removing any parts.

The pilot light also has a thermocouple that allows gas to the pilot light while the flame is burning. If flame goes out it shuts gas off to the pilot jet. The thermocouple is bypassed by a switch during the initial ignition and once the thermocouple warms up after a minute or two of holding in the bypass switch, it should maintain the pilot. If, after cleaning, the pilot light keeps going out, it would seem that your thermocouple is faulty and needs to be replaced

When you light the pilot, are you holding it down for 30-60 seconds. When you release the pilot button, does the pilot flame stay lit? Or does it only go out when you turn the knob to on position. Make sure the pilot flame is heating the end of the thermocouple and that it's a strong blue flame, not a lazy yellow pilot flame. Make sure the tip of the thermocouple is not burn't off, which usually happens with lazy yellow pilot flames. Replace thermocouple is nothing else works.

The pilot has to be lit.And to do so turn the knob to pilot.Then press it down and gas will come threw the pilot,then light the pilot,and hold the button down for about 45 seconds,count slow.The pilot has to heat the thermocouple up before the pilot light will stay on.Once it stays lit,turn the knob to on.

If the pilot light goes out when you release the primer,then the thermocouple is bad.You can try to adjust the thermocouple,if it can be.It needs to be in the pilot flame.If the thermocouple is not in the flame,it will not stay lit.If you can not get the pilot to light at all,with the primer pushed down,then replace the regulator.To light the pilot light,you need to turn the dial to pilot.Then press the primer button down and hold it.The primer is either built into the turn knob,or it is a res button.Hold the primer down,and light the pilot,continue holding the primer down for at least 40 seconds.Then release the primer slowly,and if the pilot light starts to get weak,and try to go out,then push back down,and hold 30 seconds more.After the pilot stays lit,turn the knob to furnace or low,or whatever the directions say.

when you light the pilot you hold down the knob for the coupler to get hot at this time don't let go of the knob turn it to on position as quickly as you can. If that doesn't fix it you need to replace the thermal coupler. try that

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)

the little copper tube that sits in the pilot flame is faulty. this is called a flame sensor. replace this and you should have no problems