Praise be to Allaah.
The answer to this question is presumably quite clear to all Muslims, because it is one of the obvious matters of ‘aqeedah (belief).
In answer to this question, it is sufficient to quote one aayah and one hadeeth.
The aayah is (interpretation of the meaning): "And whoever seeks a religion other than Islaam, it will never be accepted of him, and in the Hereafter he will be one of the losers." [Aal ‘Imraan 3:85]
The hadeeth is: "By the One in Whose hand is the soul of Muhammad, there is no-one of this ummah, Jew or Christian, who hears of me then dies without believing in that with which I have been sent, but he will be one of the people of Hell." (Reported by Muslim, may Allaah have mercy on him, in al-Saheeh, 153).