The villains in your stories need to be almost as fleshed out as the protagonists. An evil character has to be more than a two-dimensional stereotyped criminal, sociopath, or mobster. Readers don’t necessarily have to like him/her, but they need to understand their motivation; perhaps even why they’re the way they are.
It helps to give your villain some trait that makes them human and sympathetic. It’s too obvious for them to rescue a drowning kitten, but perhaps they’ve done something good for another person. Or experienced a trauma that explains why they’ve turned dangerous and fearsome. Or maybe they’re being forced to behave in deviant ways by some other powerful individual or circumstance.
Whatever it is, make sure your readers have an inkling what it is.