Literally:

to be left out in the cold;
to be denied entrance

This expression can be used either for unwanted visitors, or if the person called on isn’t at home.

This is often combined with another phrase:

铁将军把门 - 吃闭门羹
tǐe jiāng jun bǎ mén, chī bì mén gèng
The iron general holds the door closed, [and the visitor had to] eat closed-door soup.

“Iron general” is the name given to traditional Chinese locks. They look something like this:

Entered on Illustration Friday.