How do I load level after each unsuccesful level(player fails to complete the level)

You'll have to store what level was played last in some way. Let's say you're loading the Game Over scene like this:

 void PlayerDied() {
      Application.LoadLevel("GameOver");
 }

Then the easiest thing would be to use PlayerPrefs to store the last scene played:

 void PlayerDied() {
     PlayerPrefs.SetInt("LastScene", Application.loadedLevel);
     Application.LoadLevel("GameOver");
 }

 //in the Game Over Scene:

 void RestartClicked() {
     int levelToLoad = PlayerPrefs.GetInt("LastScene");
     Application.LoadLevel(levelToLoad);
 }

An alternative is to make an object that's not destroyed when loading level (See DontDestroyOnLoad), and write the last level played to that.