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Have you checked the jack socket for anything that could be blocking the connection or has the connecting pin in the jack socket been that you know of damaged,
But if that seems or looks fine then I'm sorry to say this but you would need to either return your device to the place of purchase or contact Xperia care and have your device inspected http://www.sonymobile.com/global-en/support/contact-us/
Hi ashok02124,
Welcome to the community.
Although the headphones work fine on another device, this does not mean that it is not the headphones causing the issue.
I have had a pair stop working on one side, they worked on my PC, but not the phone, however when I tried new headphones in the phone they worked without a problem.
Let us know how you get on.