Most likely causes (in order of likelihood)

  1. Failed or weak thermocouple — the #1 cause, accounting for the large majority of pilot-out service calls.
  2. Dirty or partially clogged pilot orifice — flame is too small or yellow to fully heat the thermocouple.
  3. Thermocouple not positioned correctly in the pilot flame.
  4. Low propane pressure — regulator out of spec, low tank, or two-stage regulator switching incorrectly.
  5. Draft — wind blowing across the burner area on units with damaged covers.
  6. Failed gas valve (final cause to suspect — relatively rare).

Diagnostic steps (in order, free/cheap before expensive)

  1. Hold the control knob in for the full 30-60 seconds the manual specifies. Many 'won't stay lit' calls are users releasing the knob too soon.
  2. Inspect the pilot flame. It should be steady, blue, and wrapping around the upper third of the thermocouple. A yellow, weak, or wavering flame means dirty orifice or low pressure.
  3. Clean the pilot orifice. Shut off propane, remove the pilot assembly, and clear the tiny orifice hole with a thin wire or compressed air. Do not use a drill bit — you can enlarge it and create a dangerous flame.
  4. Verify thermocouple position. The tip must sit directly in the pilot flame, not above or beside it.
  5. Test the thermocouple. With it in the flame for 30+ seconds, the millivolt output should be 18-30 mV. Below 12 mV, replace it. Replacement parts run $10-$25.
  6. If thermocouple and orifice are good and pilot won't stay lit, suspect the gas valve — tech-level repair.

DIY vs. call a tech

All steps are DIY for anyone willing to shut off propane, work carefully, and follow the service manual. Thermocouple replacement takes 20 minutes once you've done it once.