Check for common problems

Please try the following: 

Restart the phone

Make sure the connection is tightly fitting and secure.

Ensure the headset is inserted completely into the headset jack.

Remove any case or cover to ensure headset is inserted completely.

Wiggle the connecter to see if that makes a difference (it may tighten the connection)

Try a different headset to eliminate the possibility that the headset is creating the issue.

On your phone, check the audio connection by going to Device Help  > Device diagnosis > Hardware test > Audio connection > follow the on-screen instructions