Incredible Furnace Pilot Light Keeps Going Out Ideas. The thermocouple on your gas furnace is a small device used to test the temperature of the pilot light flame. Once the job is complete, go ahead and turn the gas back on and fire up the unit.

Dirty thermocouple whenever the pilot light goes off, the most likely culprit is a dirty thermocouple. If your pilot light keeps going out, it could be due to a variety of issues, including a dirty or clogged pilot light, a malfunctioning thermocouple, or a faulty gas valve. A strong wind or draft.