Please check that you have inserted the Unsubscribe link correctly - to see how to insert the unsubscribe link into your email template please click here.
Please note that if you are viewing your campaign in 'Preview' mode by using the preview icon as shown below then the Unsubscribe link has not been processed in this mode.
If you click on the unsubscribe link inside your email campaigns 'Preview Campaign' window then as the link is not processed you may see the screen below:
This is however not the case if you send yourself a test email or if you send out your email campaign to your contacts as the Unsubscribe link will be working enabling the recipient to unsubscribe successfully.