If you are not getting any kind of error, the most common reason for an immediate disconnect is a timing mismatch between the two devices. The connection parameters are negotiated and if the devices cannot agree on a set of parameters, it will disconnect. I've also seen where the clocks are not accurate enough or trimmed properly that the devices will connect, but then disconnect quickly when they drift far enough that they miss the transmission.
Hope this helps,
Log down my experience.
I get a BLE peripheral device, non-Cypress BLE chip. I want to connect to it with PSoC BLE central. The issue is similar like what Gitesh saw: BLE central disconnect immediately after connected.
The solution is increasing connection interval to 20ms, and slave latency to 10. I don't know the reason, just find that it works.
This link may give some help.(http://stackoverflow.com/questions/23753898/android-bluetooth-low-energy-connection-timeout-while-ble-chip-is-computing)