How can I make my main menu fade out whan I clink on the play button?

I already have the sequence set up to fade to black but I can’t get it to actually fade when I click the play button.

This is how my sequence is set up.

Your setup looks fine to me. I did the same and it did fade out for me. Not sure what’s wrong here. Are you positive that the level sequence is getting played? Maybe stick in an object and animate it’s transform just to verify that the level sequence plays.