Check the fan, make sure nothing is obstructing the fan itself. Sometimes, a stray wire decides to get caught. (... I am assuming you fan does not move at all?)
If no object is stopping it, check any software (or the BIOS) for any setting that may be controlling the fan. Controllers that are geared more for 3-Pin fans will control the RPM via the voltage, and can be set to stop feeding that fan energy if it believes it does not need it. I believe newer generations of higher-end Asus motherboards have this built-in with their AI Suite, so it is easy to set-up and forget about. I'm not exactly sure about other brands, but Biostar has something similar; you'd remember if you set it up though. Otherwise, you'd need a third-party program, such as Speedfan.
If neither of these are the case, then your fan has given out, and it's time to replace it.
(Out of curiosity, what brand and model was the fan?)