When have you been pruning it?
Most hydrangeas set their buds for next year by mid-summer ish this year. (There are exceptions to this; do you know what kind of hydrangea you have?) So if you prune later than that, you are pruning next year's flowers off.
Hydrangeas don't really need to be pruned. In the spring you can remove any dead stems that were winter killed. If it is getting old (more than five years) and not blooming as much, you can cut some of the oldest stems back to the ground. Don't cut more than 1/3 of the stems. This helps rejuvenate the plant. If it is really outgrowing the space, you can cut it back in early summer- but this is a good reason to plant it where it has plenty of room to grow, so you don't have to do this.