1
Parents should pay more attention on their children.
Parents should pay more attention to their children.
We say pay attention to someone or something.
2
He paid all his attention to his children.
He devoted all his attention to his children.
He gave all his attention to his children.
Pay all your attention to is possible, but give/devote all your attention to is usually more natural. We also commonly say pay close attention to or pay full attention to.
3
This problem needs an immediate attention.
This problem needs immediate attention.
When attention means ‘careful thought’ or ‘special care’, it is uncountable. Do not use a or an before it.