The first thing to check is whether the valve on the tank is open or closed.
If it is closed, but has lost all of its gas, then the problem is with the tank itself.
If the tank valve has been left open, then your grill may have a gas leak. If this is the case, verify that all of your control knobs were turned off.
If one of them was left on that is the source of the issue.
If the control knobs are all off, then you should perform a gas leak test on your grill. Click here for more information on why you should always turn off your fuel source.