Greetings,
While this behavior can have more than one cause, most recommend starting with the PSU.
Of course take a cursory look and ensure everything is seated and properly connected. This could solve your problem. Following this, I'd try another PSU of known good quality. If this doesn't solve your issue, please reply with your system configuration all installed/attached hardware, disk(s), etc. Brand and model of your PSU. We can provide additional troubleshooting steps.