As Alric said, try improving your dream recall. You may be having lucid dreams and are simply not remembering them in the morning. I know how frustrating this concept is but it's something that needs to be addressed. Start with the recall, once you have mastered your recall, move on to becoming aware that you are dreaming, then stabilizing the dream and then dream control. It seems very formulaic but I believe that these steps are very important for mastering lucid dreaming.