How am I suppose to build credit?!

Me and my man both been trying and we just keep getting denied everywhere! We both have no credit and want to lease a vehicle for our family because we are in need a of a new one. Everywhere keeps denying him due to not enough credit. I keep trying to apply for credit cards and they keep denying me as well. I don’t understand when places tell us because of our credit but how are we suppose to build it if nobody gives us a chance??😔