What do I do if my disability claim in denied?

Talk to your doc. It all depends on what you have, and how much disability you have, as well as the criteria set by your insurance. Talk to your doctor to see what happened, and why. Talk to your insurance agent or benefits manager as well.
Physiatry. Most private disability plans are specific to a job or career. Governmental disability is based on age and capacity. Most denied claims are poorly documented cases of treatable medical conditions, or lack a disability diagnosis for complaints of pain. The specialty of physical medicine is usually the place to start to define your disability and put it appropriately into your medical record.