Gas fireplace turning itself off

This might be automatic shut-off because a safety thermocouple is not holding the valve open.

To prevent explosive buildup of fuel in the air, most gas appliances have a thermocouple that provides electricity to hold a magnetic valve open. In a water heater, for example, the pilot light heats the thermocouple, and should it blow out, the gas is shut.

Perhaps there is a thermocouple that needs a minute or so to get warm, and you're not holding the valve open long enough to heat it. Read the instructions for your fireplace.

For others that might be looking...not quite enough info in OP, but this might help. A lot of gas FPs have 2 sensors; a thermocouple and a thermopile. If both the main flame and the pilot go out, the problem is likely on the side of the thermocouple (could be thermocouple itself, or the solenoid in the main valve). If the pilot stays on, but the main flame goes out, the most likely (but not only possible) issue is the thermopile (you should be able to test this easily with a multimeter - lots of videos online regarding testing a thermopile). It may just need a good cleaning (again, lots of videos on how to do this online) or possible replacement (not a fun job, but can be done by a diy'er). Hope that helps.

I just had a fireplace guy come fix the exact same issue. It cost me $190 total, and it should have only cost me $3. Here's what he did: he replaced the switch. That's it. a $3 switch was the solution to a fireplace that keeps turning itself off.

According to the repairman, over time, a tiny amount of corrosion (or even just plain wear) will affect the connection inside the switch, creating increased resistance. Since the switch is delaing with millivolts, even a small amount of resistance is enough to essentially "shut off" the fireplace, just as if you'd turned it off at the switch yourself.

A new switch has no wear and no corrosion, so there's little or no extra resistance, and the millivolts flow just fine, thus keeping the fireplace turned on.

Before you blow a ton of money on an expert, try replacing the switch. It's low voltage, so there's no risk of shock... just buy a new switch at Home Depot and replace it yourself. I wish I'd known about this before I wrote a fat check! :)