The thermostat, is it by a breeze? Mine had a manual 'reset' inside that was tripped somehow- I had to take it apart and reset it. Oh yeah, unplug it for a while first.
My Little Electric Heater In My Bedroom Will Not Stay On, It Turns On & Off Constantly..what's Wrong With It?
The problem is with your temperature sensor. You need to repair it or replace it. Visit some of the following websites for electric heater repair and information.
Electric Heather Repair
Electric Heater Repair 2
Electric Heather Repair
Electric Heater Repair 2