Probably this happens because the sitemap is empty. To test it try to open the sitemap inside your browser.
If the sitemap is empty ensure that there is at least some valid contents and data source published for the specific format. In particular if this happens to the mobile sitemap, that's because by default the mobile sitemap is empty. You should publish to the mobile sitemap only contents that are suited for mobile using the option available for various data sources as shown in the image below.