On which platform? Windows? Linux?
What audio encoding does your file have? Opus? Ogg? Mp3?
For most video and audio stream to be supported, you should use upgrade to latest version of the ffms2
library if you are using Windows.
If using Aegisub on windows, extract the appropriate type of the library (x64 or x86) ffms2.dll, ffms2.lib, and ffmsindex.exe into aegisub installation directory.
On 64 bit aegisub, you also need to copy the new ffms2.dll to ffms2_64.dll
A note for developers: It would be nice to have updated aegisub installer which is able to automatically fetch and use latest ffms2.