A pilot light flame stops burning if the thermocouple is damaged or misaligned. The thermocouple is a piece of wire placed near the pilot light flame that detects heat. If no heat is detected, the pilot closes the gas valve to prevent unburned fuel from entering the home.
When a thermocouple becomes warn, damaged or misaligned, it does not properly detect the flame's heat, according to eLocal. Therefore, the gas valve is mistakenly shut, and the flame goes out. A replacement thermocouple can be purchased at a hardware store for less than $15 as of 2014. A pilot flame can also be blown out from downdraft air. A strong gust of wind can enter a furnace or boiler's vent system if the vent opening is not properly covered.