Which brand and type of battery are you using? If easier, you can send us a picture.
Please try the trouble shooting steps below:
1) Remove the pocket clip from the light (very important step).
2) Unscrew the head from the body tube. Remove the battery from the tube.
3) Unscrew the tail cap from the body tube.
3) Use a piece of clean cloth to wipe the threads on both ends of the tube.
4) Install the head on the body tube and fully tighten it.
5) Install the battery with the button top towards the front of the light.
6) Install the tail cap and make sure it is fully tightened. Most issues are caused by looseness in the head or tail cap.