Two points to notice here...
Is this a B4A + B4R project?
You have given us too little information for us to help you.
How are you connecting the BL module? (Wiring)
Can you share a few lines of the actual code you used?
What microcontroller are you using?
Any error messages?
(I know I may sound pedantic here, but you are a well versed forum member, I'm sure that even you will agree that the info you provided is not enough)
Are you using a 3,3v compatible board?The HC05 RX pin expects 3.3 volt. In this case I'm using the Arduino Due which is a 3.3v board. However most boards are 5v so you will need to add two resistors as explained here: http://www.martyncurrey.com/arduino-with-hc-05-bluetooth-module-in-slave-mode/
I see... Never tried that... I would think, like you that at least it would connect... But, maybe it need more than just the power to be able to connect... Like some kind of hand-shake