As BoNfiRe has stated, make sure that the 24 pin power connector is properly seated in the socket. Also make sure that the 8 pin connector is also fully home in its socket (this has caught me out before). If your GPU needs power from a lead, make sure that that is also attached correctly.
Remove all connected drives from the motherboard and also, in the first phase of troubleshooting, remove ALL USB devices, including keyboard and mouse.
If you are testing the motherboard outside of the PC Case, make sure that it is sitting on a cardboard box, or similar. Do not have it seated on the anti-static bag that the motherboard comes in.
Use the buttons on the motherboard for powering on/off. Do not attach any of the headers from the PC case.
If, after trying these steps, you still do not get the motherboard to power up, then sadly it will probably be time to RMA components, unless you have access to other bits that you can test with.