If you mean (as implied by Alizera's response) that the estimated path coefficients are not significantly different from zero, the most likely reasons would be:
1. There is little or no systematic relationship among the variables for the sample (and possibly the associated population) you are investigating.
2. There is a relationship, but your model is mis-specified (most likely by having omitted one or more important variables).
3. There is a relationship, but the statistical power of the procedure was inadequate to detect it/them (e.g., sample size was likely inadequate).
4. Some combination of the above.
Sorry if that's a bit generic, but your query really didn't furnish much detail about the specific model, variables proposed, and estimated relationships.