Make sure your GPU is supported.
Cycles only supports Nvidia graphics cards at the moment. If you are using an AMD/ATI graphics card you are out of luck for now (though there are some promising tests using experimental drivers).
Cycles only supports GPUs with a CUDA compute ability of 2.0 or higher. Check to makes sure your GPU is on this list of CUDA capable GPUs and has a ranking of at least 2.0.
Make sure your drivers are up to date.
If your GPU has a CUDA compute ability greater than or equal to 2.0 and you still don't have the option to enable GPU rendering, you can check a couple more things:
Below are instructions for various operating systems. If you are still having issues even after updating your drivers, try asking for support on BlenderArtists.
Note that questions about OS/driver configuration (i.e. not about Blender) are off-topic here.
Debian based Linux Distributions (Ubuntu, Linux Mint)
Open your driver manager and select the recommended driver and Apply Changes.
You can also use the terminal to install the latest stable driver.
sudo apt-add-repository ppa:ubuntu-x-swat/x-updates
sudo apt-get update
sudo apt-get install nvidia-current
Identifying your GPU:
From the Arch wiki:
If you don't know what GPU you have, you can find out by running:
lspci -k | grep -A 2 -i "VGA"
Drivers and CUDA:
For Arch Linux, installing proprietary Nvidia drivers for your GPU can be as simple as installing the nvidia package and then rebooting:
# pacman -S nvidia
# systemctl reboot
If you are compiling Blender from source, you will also need the CUDA toolkit. You can get it by installing the cuda package:
# pacman -S cuda
Note: Due to an issue with the latest nvidia drivers (version
334.21), you must run blender (or any other program which uses cuda) as root before you can use any cuda features as a normal user. See this thread on the archlinux forums for more detail.
Find out what GPU you have in the Device Manager. Go to Start -> Control Panel -> System and Security -> System -> Device Manager), then open the Display adapters tree.
To find out the architecture of your Windows installation, open a command prompt (search for
cmd in the start menu) and run
wmic os get osarchitecture.
Alternatively, you can get this information from a GUI by going to Start -> Control Panel -> System and Security -> System or by using the keyboard shortcut Windows KeyPause.
Go to the Nvidia Website and select your driver.
Finally, download and install the proper driver for your architecture. I am assuming you know how to use installers.
If you're running Blender on a notebook with Nvidia Optimus, make sure it uses the dedicated GPU. Either configure Blender to always use the dedicated over the integrated GPU in the Nvidia Control Panel, or right-click
Blender.exe (or a shortcut to Blender) and select the Nvidia GPU in the the Run with graphics processor menu:
Install the latest Nvidia Driver for you graphics card. You can download them from the Nvidia website.
Open the CUDADriver.pkg file by double clicking it.
Go through the installer.
If it installed correctly, there should be a new CUDA option in the System Preferences (the only time you need to go here is to install updates):
Finally after you have installed your driver:
Restart your computer
There should now be an option in the Blender's settings allowing you to select CUDA and your GPU:
Then select the GPU in Render settings > Render > Device: