So give it time to build. There must be a gradual increase in tension. There must be a climax. Always bear in mind, however, that this is a short story. You don't have all that much time for building. You must keep it progressing all the way through from the first paragraph to the last. No stagnant chunks. No wasted words. No dialogue that doesn't actually say anything about the characters. But, at the same time, it mustn't be rushed either.
This is something that comes with practice. Try looking back often at what you have written. Have you given the game away too soon? Keep that bit for later and add more story first. Or have you written too much waffle? Cut it out and introduce some action instead. If nothing is happening, the reader is yawning. It doesn't have to be world-changing action. There don't have to be cannons firing or stallions charging. But there does have to be some sort of progress. Even if it's just an outing to the launderette or a changed state of mind, eg: from tranquil to uncertain or from contented to daunted.
Bear in mind the type of story that makes you switch off and avoid that by clever pacing. Throwing in a bit of unexpected action works well. Surprise your reader and keep him guessing!