If the Pilot is alight and holding it is unlikely to be a thermocouple fault, your problem could be a Control Fault - no power to the boiler, or if power is availible at the boiler, either the Boiler Thermostat, or the Gas Control Valve Solenoid will be faulty
Any of these faults should only be repaired by a Gas Safe Registered Engineer who holds CCN1 & CEN1 ACS Certification
Boiler Repairman - Ipswich
April 2009