1% of men will have no sperm in their ejaculate. In some cases, this is caused by a blockage somewhere along the route from the testes to the ejaculate. In other cases, there is a partial or complete failure of the testes to produce the sperm which can be the result of a genetic abnormality.
If the sperm are being obstructed by a blockage, it is possible for a urologist to surgically extract sperm from the testes via PESA or TESA to be used to fertilise an egg via ICSI.
If it is confirmed that no sperm is being produced in the testes at all, the only option in this case is to use donor sperm in conjunction with an IUI/IVF or ICSI cycle.