That is almost impossible to say based on what you have said so far.
It is possible that the server is overloaded, it is possible that the JMeter test computer is overloaded, and it is possible that you are exceeding the limitations of JMeter in GUI mode (but I doubt it).
You could start by looking at the log files on both your computer running the test, and the server. If JMeter is experiencing difficulties, it usually puts details in the jmeter.log file. Similarly, if your application is experiencing load issues, it should be writing exceptions to the log file.
The
JMeter Plugins add on has a
Servers Performance Monitoring tool that will allow you to monitor various computers. You can monitor "CPU, Memory, Swap, Disks I/O and Networks I/O" to see what bottlenecks exist.