How do you discipline a child that refuses to learn from his mistakes?

Nothing works.. my child is under the age of 10. I have tried many different methods and yet he continues to express behavioral problems. With any disciplinary action I may have used, it always fit the crime so to speak, and I explained to him on his level why he got in trouble and what the consequences would be if he continued his behavior. He seemed to understand, and yet nothing changed. He still continues to have behavioral problems and he seems to care less what the consequences are. What should I do?