Blockage. Typically this is caused by inflammation in the urethra (the tube leaving the bladder) or an obtruction. The most likely obstruction in men is prostate enlargement. In women, prolapsing bladder or a fibroid in the uterus are both common causes. Your doctor should be able to figure this out pretty quickly.
Male or Female? Male and females may have different reasons. Either could have infection or obstruction (blockage) in the outflow of the urinary tract. Any other symptoms like fever, abdominal pain, prostate problems? See your doctor for more evaluation.