Firstly, Mars is farther away from the sun than Venus or Earth, so it gets less heat from the sun. Secondly, Venus & Earth are volcanically active, whereas Mars is volcanically inert. Thirdly, the atmosphere on Mars is much thinner than those on Venus and Earth.
The density of the atmosphere on Venus is approximately $65\ \mathrm{kg/m}^3$, whereas, the density of Earth's atmosphere is $1.217\ \mathrm{kg/m}^3$ and the density of Mars's atmosphere is $0.02\ \mathrm{kg/m}^3$. Earth's atmosphere is 60 times denser than that of Mars; Venus's atmosphere is over 3000 times denser.
With such a thin atmosphere on Mars, there is little atmospheric mass to retain heat, despite the atmosphere being composed of 95.3 percent carbon dioxide.