First check you have unscrewed the end of the valve, which is a common beginner mistake.
If that is not the problem, take the pump off the valve and attach it again. If the tyre is already deflated you probably won't feel any air escape. If its inflated anyway and you just wanting to bring it back up to pressure you'll feel some resistance and, as with my pump,I can hear a tiny bit of air escaping. If I don't hear that I know my pump won't work properly and I have to re attach it.
Don't forget to screw your valve back up after