I've been out and bought this pedal today from a local music shop and when I've took it home it's decided to not work.

I can't find the root of the problem after a couple of hours trying. I have no other pedals in the chain, with the connection simply going guitar - pedal - amp. The thing that I don't understand is that the signal is going through the pedal both in the 'on' and 'off' mode, yet there is no change in the sound of the guitar itself.

Any help would be appreciated as I'm pretty new to all of this!
Got a battery in it (or preferably a power supply)? Didn't reverse the in/out cables? Got the amp plugged into the mono output if you're only using one?

Help us out here, tell us exactly what cables are going where and what you've tried.
Ok so I've tried:

2 different 9V batteries (1 brand new and 1 that was working perfectly in another pedal) and also a 9V AC/DC power supply with correct poles etc. Both the batteries and the power supply allow the signal to be passed through but no effect is heard.

Definitely haven't reversed the in/out cables.

The amp is plugged into the mono output. Tried it on the stereo one also but obviously that doesn't work with a single amp.

Hope this helps.
defective footswitch seems like the answer if everything checks out otherwise.