Check your oil supply. A low oil supply allows the furnace to run for a short period. When the fuel is gone, the furnace shuts off. Insert a stick or long pole into your oil tank. Pull it out and see how much oil is left. If you have no oil, contact your local oil supplier.
Check your thermostat to make sure it is functioning properly. Electronic thermostats require new batteries periodically. Make sure any programmable thermostats are set to the "on" position for troubleshooting.
Verify that the pilot light remains lit throughout the furnace cycle. A faulty pilot light prevents a furnace from coming back on when the cycle is tripped.
Check the power to the furnace. A power failure or tripped circuit breaker causes a furnace to shut off midoperation. If you are tripping a circuit breaker with your furnace, try unplugging other drains on electricity before restarting your furnace.
Locate and press the furnace’s reset button. For older models, the button is located with the primary controls on the stack. Newer models have a reset button on the burner motor. Press the button once and wait 60 seconds to see if the furnace comes on. Do not continually press the button, as that overloads your furnace with oil.