New User - Headphones on tv with media player don't work

Hi! I’m a new user. I’m using a WD media player connected to the tv using an HDMI cable to play an mp4 file. The sound works perfectly through the tv speakers but when I plug the headphones on the tv, there’s no sound coming out. Any help/advice?

Are you plugging into a headphone out of TV.? I plug headphones into a headphone jack of an audio amp where my TV audio goes to.No Problem.