Thank you for your answer HostPuma but I think “Subscribe to Comments Reloaded” is not the cause because I unisntall it and the problem is still there.
By the way and after reflexion, I think the issue was there before I install this plugin because I never received any notification regarding new comments.
For example at the moment I try “Better Notifications pour WordPress”, I’m able to receive an email if I ask for test notification email from the plugin setup page but no notification is sent after new comment …