Your thermocouple is likely not recognizing the pilot flame which is causing it to go out. You will want to clean the thermocouple with a piece of emery cloth or high grit (1000) sandpaper. This may resolve the issue. If not, you will want to have the unit serviced and there is a possibility you need a replacement pilot assembly.
Tyler M. - NFI Master Hearth Professional
on November 5, 2019