It may be problem with PSU(Mostly)..
but sometimes motherboard itself cause such problem.. you can check by just removing 24 pin cable and 4 or 8 pin CPU connector.and get new PSU (You can borrow from someone) connect that psu 24 pin and 8 pin cpu an see if it turn on.. if it turn on then go and buy a branded Power supply. brands like- coolermanster, Corsair, EVGA, Seasonic..