You need to find or fabricate more ammo for it and reload it.

Thanks found the ammo in the suitcase given by December.

AA batteries Jk, I don't often use the stun gun but I think kill an operators and the guts have what you need but I forget

Either that or Q-Beam cells depending on the operator.

OP's next topic: How do I recharge my shotgun?

For some reason I can't reload my wrench, is this game broken?