You have to tell yourself you did dream something just minutes ago (which is absolutely true, period), and that you can remember it, just like you can remember what you were doing 5 minutes ago IWL.I can wake up aswell not remembering any dreams, but just by being confident and laying in the position I woke up from, all the scenes come to me by themselves. You just have to be confident, and try a little 
Besides, to improve your memory, you could use some of the exercises developed in the daily part of the Dream control training course, particularly the “Retrace your thoughts, retrace your day” one. Good luck to you. 