In the event that your application for a life insurance policy is declined, you should find out the reasons for it. Many providers have different acceptance criteria, so by understanding why your application has been turned down, you will be able to target a different company with different criteria, or seek a quotation for a guaranteed life insurance policy where no questions relating to health or lifestyle are asked.
Just because one company has turned you down does not mean that they all will, and it is very likely that you will be able to take out a suitable policy with a different provider. It is worth noting that a company that has more flexible acceptance criteria may be more expensive, so if the reason for your rejection relates to a health or lifestyle issue that you are willing to address, you may be able to take out your preferred policy in the future once this issue is no longer relevant. In this instance, it will require you to make a risk-based decision to either wait for the necessary timeframe to submit a new application with the original provider without any life insurance, or to take out a short term life insurance policy with a more flexible provider until such time as you can re-apply.