First of all, don't take it personally. No-one has a 'right' to credit, and every lender has it in their power to decline applications which they do not wish to accept. Just as you have every right to say 'Sorry, No' to a friend who wants to borrow money from you.
Every lender has different criteria and business motives in offering credit.
Because of this, and because of the commercial conditions and goals different companies work to, they all make their decisions in different ways and for different reasons. This means that just because one company turned you down does not mean others will. The first thing to do is find out why you were declined. The good practice codes by which most credit companies promise to operate require them to give you a general reason for the decline. They don't have to go into detail, and mostly will say something like 'you did not meet our credit score', or 'there was information detrimental to your application discovered when conducting a credit search'.