Make sure that you fuel delivery system is actually delivering fuel to the injector pump. The usual culprits are a clogged fuel tank strainer at the tank bottom, a damaged fuel line between the fuel tank and the fuel filter, the fuel filter itself, damaged line to injector pump, fuel lift pump screen clogged, etc. some time it's only a partial clog andi t allows enough fuel to start bt can's supply enough to run continuously.
If you have a solenoid valve in the fuel delivery system( i.e. if you stop the engine by shutting off the key) make sure the solenoid valve is opening with the key in the start and run position.