My remote host is behind a firewall and IP address is nated.
Run dmesg | tail
Get this message (Lots of them):
Sep 11 14:32:56 host nrpe: [ID 381997 daemon.error] Host 22.214.171.124 is not allowed to talk to us!
Add IP address in nrpe.cfg file:
allowed_hosts=127.0.0.1,xxx.xxx.xxx.xxx,126.96.36.199and restart nrpe daemon.