Problem with connecting ESP8266 to arduino
I had the same problem. I used SoftwareSerial library, so you should set baud rate as 115200 for communication with esp8266. It might look like this: 

#include &lt;SoftwareSerial.h&gt;

SoftwareSerial esp8266(2,3); 

void setup()
{
  Serial.begin(9600);
  esp8266.begin(115200);
}


It helped in my case.