Did you prune it this year or last year? Did you have a late frost this year after it leafed out?
WHAT KIND OF HYDRANGEA do you have?
I notice you are in Connecticut. That is either zone 5 or zone 6. Not all hydrangeas are hardy that far. The The Oakleaf, PeeGee, and 'Annabelle' hydrangeas are hardier, the mopheads and lace caps less so.
If you are at the edge of it's cold hardiness, it can survive but not bloom. Try giving it more winter protection and pray for a mild winter!