Before we understand this we must understand Nuclear Fusion and Nuclear Fission.

Nuclear Fusion- When two lighter nuclei meet to form a heavy nucleus ,a large amount of energy is released that's called Nuclear Fusion.

What do you think ,where does the Nuclear Fusion take place ? In lab ,No way it doesn't take place in lab. It takes place in Sun where 2 lighter hydrogen atom combine to form a heavy atom of helium with the release of large amount of energy? How does this energy reaches us ? It reaches us in the form of sun light, UV radiation,heat etc.

Here on Earth we produce electricity with Nuclear Fission, why not Fusion ??

First understand the difference between the 2-
Fission occur when heavy atom of uranium split into lighter nuclei and energy is released. This is used to generate Electricity. There is a disadvantage of this as uranium is a radioactive element which spreads radioactive radiations around us.

So some sustainable method to generate Electricity should be adopted . So we should use Nuclear Fusion, should not we?

Yes we can use but for this 2 conditions have to be met i.e.. Hi Temperature and Hi Pressure . On Earth it's extremely difficult to meet these 2 conditions at a place and if we can make it then how will we control that ? So many questions arise like this ?
We have not yet succeeded in producing Electricity with Fusion.