There are a number of reasons your tree might not produce fruit, but proper pruning shouldn't be one of them. However, the pruning should be done in February to March during the dormant season and should be used judiciously so as not to harm the over all health of the sometimes tempermental tree.
When you prune, try to avoid "topping" the tree; that is cutting back the top portion to attempt to keep the tree smaller. Pruning should entail promoting air flow through the central part. (An old story is that an old plum farmer said that when pruning, the end results should be that one could throw a cat through the tree).
So, OK, what else could have happened. Here in the western U.S. the most common culprit is a late frost. Usually this happens when blooms have been set (May, here) and almost completely eliminates any possibility of fruit for that year.
Secondly, almost the entire world has seen the results of CCD... Colony Collapse Disorder in bee hives. We keep bees on a small scale here and have seen about a 40% kill-off rate over the last 2 years. The lack of bees can severely affect pollinization of all fruits, especially plums.
Third, are you fertilizing the tree? Early spring, before growth of new leaves begins, spread a good, granular 10-10-10 composition fertilizer (the rule of thumb for amount is apply a double handfull (1 cup) for each year of tree age to a maximum of 12 cups for mature trees.
Lastly, along with the pollination, most plums are not self-fruitful and require pollinization from other trees that are blooming at the same time. Observe to see if you have such a condition.
Best of luck!