Ok I have never had this problem before. They live together, they are in a great relationship. I click "try for baby" not "woohoo" and have tried it at least 30 times. They're both family orientated. They both have "have a baby" in their wants. They both have the fertility reward.
That's odd. ONE: make sure you have a patch. 2nd make sure you don't have any 'messy' mods. you COULD go to Mod The Sims (google) and look for fertility treatment mods. You could also double check and make a random family (or go to another) and have them try for a baby to make sure it's not the games coding. Finally, eat watermellons or apples (fruits), alot. (This is a secret game coding. Watermellon makes a pregnant sim have a girl, apples a boy, so this might work for helping fertility).
It might be your female sim is on the verge of hitting the next life stage? I know this happens to my sims. Not just from adult to elder but also young adult to adult. If she has zero days left, let her age to the next stage and see if she can get pregnant. The try for baby option will be there but she just won't get pregnant.