Tiny bit more info needed i think
For example the model, and if it needs an external power source.
Some external HDDs need small USB cables so that power won't be lost from the cable's resistance. (Their power needs are just within the cable's capabilities.)
My external HDD is like that. Also, some hdds may need one of those double USB cables that take 2 USB slots in order to give more power.
Is it a new out of the box HDD or did you own it for long?