What model iPhone do you have? Are you 100% sure it's charging? Do you see the battery icon when you plug it in? Does it make a sound or vibrate when you first plug it in to charge? When you press the power button, do you see the Apple logo and then release the power button? How long have you had the phone? Have you had trouble in the past with turning it on/off?
Sorry to ask these silly questions, but you didn't provide too much info.
Perhaps a trip to the Apple store is needed 😕