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There are several possibilities.
1, the gyro sensor could not be detecting that you have rotated the screen far enough. Have you tried over-rotating it to force the screen to rotate?
2, the gyro sensor could be in need of calibration. Some phones allow for this under Settings -Display.
3, your auto rotate is off. Make sure to check the box in Settings - Display - Auto Rotate.
4, you have installed a launcher that locks your screen orientation. In Nova Launcher, for example, it is under Nova Settings - Look and Feel - Screen Orientation.
Hope one of those does the trick! If not, register for the forums so we can help!