Make sure that you are watching the inbox for the email address associated with your Steam account. Perhaps you used a different email address?
If you are not receiving the e-mail at all, check your spam filters and spam inbox.
Please try adding "support@steampowered.com" and "noreply@steampowered.com" to your contacts or trusted senders list within your email client and request a new access code.
Even though Steam instantly sends an email, you may encounter a delay with some email providers depending on their server load and processing times. Please contact us if you have not received the verification email after 3 hours.