If your visa application is rejected, your next steps hinge on the visa type and why it failed. Certain denials can be appealed before the Administrative Appeals Office (AAO) or to the Board of Immigration Appeals (BIA), while other ones might require filing of a motion to reopen or reconsider the case by using additional supporting evidence. 

If your visa was denied due to inadmissibility, you may still be eligible to file a waiver to overcome the grounds of ineligibility before reapplying. Certain visa denials may simply require submitting missing documents, as such rejections correlate with Section 221(g) of the Immigration and Nationality Act (INA). 

However, if that denial is under Section 214(b), indicating failure to prove nonimmigrant intent, an appeal is typically not an option, while reapplying with stronger evidence perhaps being necessary.