Well actually I suspect that the pilot light is blocked with lint or whatever otherwise the pilot light would be able to be lit.
If however, the pilot will light but when the hold down button is released then I would suspect as Dunbar has said the thermocouple lead is suspect and needs to be replaced.
If the pilot light flame will not light there are a few causes for this problem and you would be better to obtain the services of a qualified gas serviceperson to undertake the remedial work on your behalf as safety with gas is paramount.
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