I’ve had this issue more often than I’d like to actually care to remember.

First thing I check is website security settings:

Open IE
Select Tools
Select Internet Options
Click on the Security Tab
Click on the Trusted Sites button (check mark)
Click on the Sites button
Add https://update.microsoft.com, http://update.microsoft.com, and any other microsoft update related sites

Next thing I generally check is if the Trusted Sites are actually being trusted

Open IE
Select Tools
Select Internet Options
Click on the Security Tab
Click on the Trusted Sites button (check mark)
Click on the Custom Level button
Make sure that the security is at Medium or below (Medium, Medium Low, or Low) – I generally put this at Low

After that make sure that the following services are enabled:

Start
Run

services.msc

Automatic Updates/Background Intelligent Transfer Service (BITS)

Finally, if nothing else works, turn off Automatic Updates and remove the SoftwareDistribution folder

Start
Run

services.msc

Right-Click on Automatic Updates and select Stop
Start
Run

%windir%\SoftwareDistribution

Open the DataStore folder
Delete everything inside
Right-Click on Automatic Updates and select Start
Retry the Windows Update