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You may check the efficiency of your ligation reaction by mixing the reaction with loading dye containing SDS (final SDS concentration 0.2%) and running it on a standard agarose gel. After ligation several high molecular weight bands should appear. Without SDS in the loading dye a smear will appear and it will be difficult to judge the ligation result. (Figure 1).
If the DNA is not ligated you may want to check the activity of your ligase by using lambda DNA digested with HindIII as substrate DNA. This DNA is highly pure and should be easily ligated using the protocol below.
Total volume: 20 µL
Incubate for 10 min at 22°C (room temperature)
Analyse 10 µL of this reaction in a gel as described using a loading dye with SDS (final SDS concentration 0.2%). After ligation you will see several high molecular weight bands as shown in Figure 2.
If the ligation works perfectly fine for Lambda/ HindIII but not for your substrate DNA the ligase is active but the substrate is not suitable for ligation.

Lane 1: Before ligation
Lane 2: After ligation, loading dye without SDS
Lane 3: After ligation, loading dye with SDS
Lane 4: DNA Ladder

Lane 1: Lambda/Hindlll before ligation
Lane 2: Lambda/Hindlll after ligation