A furnace that often stops and starts is a frequent complaint among furnace owners. Sometimes furnaces have no trouble starting but shut down again after only a few minutes. This problem is generally referred to as short cycling and can be caused by a few problems. A little troubleshooting should allow you to determine why your furnace is short cycling and help you decide what to do about it.
Check the air filters in your furnace. As filters do their job, they become increasingly clogged with dust, dirt and other particles. Eventually they can become so blocked that hot air can't get through, causing your furnace to overheat and shut down after running for only a few minutes. This is one of the most common causes of short cycling and can be addressed by cleaning or replacing the filters.
Check to see that all the vents and registers in your house are open. Some homeowners close some vents to save on heating bills and direct heat to certain rooms, but closing too many of them can cause your furnace to overheat and start cycling because the hot air has no place to go. Vents and registers can also be blocked by furniture, which has the same effect.
Check your thermostat. Make sure that it is turned to "heat" and that the temperature setting is above the current room temperature. The location of your thermostat is also important. If it is receiving a cold draft from outside or if warm air from a vent is blowing on it, it may cause your furnace to misinterpret the temperature inside your house, which can affect its cycles. Try taping a small cardboard box over your thermostat and see whether this makes a difference.
Look at your ductwork if it is accessible. A blocked duct can have an effect similar to a blocked vent or dirty filter. If your ducts need to be cleaned, hire a professional to do it for you.