Then it should be fixed but if not here is what you need to do and why it's happening.
With the latest update that Microsoft rolled out it made some changes to Game DVR and a bug appeared causing no sound. There is a simple fix however.
Hold down the power button on your Xbox One until you see the power light on the battery turn orange (approx 10 seconds)
Unplug the power cable and kinect sensor from the back of the console for 10 seconds then reconnect them
Turn the console back on using the power button (Do not use Kinect or the controller)
Once this is done you should be having no sound issues with Game DVR