This is because the Higgs boson is both very heavy and utterly unstable!
With a mass of 125 GeV, it is 133 times heavier than a hydrogen atom. Its mean lifetime is between one and two ten-thousandth of a billionth of a billionth of a second (about 1,6 x 10^-22 s).
To produce such a heavy particle, given the familiar E = mc^2 equation, you basically have to concentrate a considerable amount of energy in a small volume. This is why we needed a high-energy collider. The LHC at CERN is the most powerful such machine existing on Earth. The Higgs boson, ounce produced, will decay in many different ways, and only a small fraction of these can be distinguished from the common background. To detect and identify such particles, we have constructed the largest and most complex detectors ever conceived. We then analyzed hundreds of billions of proton-proton collision events to extract a Higgs boson signal.