So many possibilities:

• You are using the card incorrectly. (null) – When you set camera white balance, the card needs to be in the same lighting as the subject you are photographing. Place the card next to or over the subject when you set white balance.

• You are using the software incorrectly. (EightBitTony) – I don't use Lightroom, so leave it to someone else to write out the procedure to obtain proper white balance using Lightroom.

• Your monitor isn't correctly calibrated or profiled. (Michael C)

• The card you are using is intended for metering, not white balance. (junkyardsparkle) / Or the card is not a high-quality product. (MirekE) – If the card has a blue tint, your images will be too orange. If it has an orange tint, your images will be too blue. White-balance "filters" commonly also have this problem.

• You are setting white balance with ambient lighting, but using flash. (Steve Ives)

• Digital cameras are designed to set white balance with white. Using gray or other colored objects may produce unexpected results. For instance, the camera may consider exposure to be insufficient and increase gain to compensate, increasing the effect noise has on the final white-balance setting.