Please make sure you download and install the latest Microsoft OLE DB Driver for SQL Server (MSOLEDBSQL) and make sure the provider is not misspelled in the connection string. Make sure you are using provider Provider=SQLOLEDB or Provider=SQLNCLI11.
To use SQLNCLI11 you need to have SQL Server Native Client driver installed.
If you are trying to use SQLOLEDB as provider, know that driver is deprecated.
Another probable reason is that your application runs 64-bit but only a 32-bit OLE DB provider is installed (or vice versa). In that scenario, the provider won't be found.