Are the wiring connections good? A lot of those aftermarket lights have electrical connectors that can only be described as GARBAGE. In many cases, the electrical connections are nonexistent and they just give you bare wires, and you're responsible for doing it. Did you do a proper job (soldered, heat-shrink-wrapped) or did you do a butcher job (wires taped together, crappy splice connectors, crappy crimp connectors, etc)?
Did this situation develop suddenly after a period in which it was working correctly, or did you just install this gizmo and find it to be not working straight away?
If the circuit is getting power to the lamp but the lamp is not working then there is an internal problem. Once again, the quality of many of those aftermarket gizmos is abysmal. If the gizmo was new and still under warranty, and it's not working, yell at whomever you bought it from.
This crap is another reason I normally advocate original-equipment lighting: generally, the OEM stuff WORKS ...