First follow this reference: http://wiki.centos.org/HowTos/Network/SecuringSSH
However, if it doesn’t work you might also need to update iptables:
iptables -I INPUT -m state --state NEW -p tcp --dport NEW_PORT -j ACCEPT
iptables -I INPUT -m state --state RELATED,ESTABLISHED -j ACCEPT
/etc/init.d/iptables save
service sshd stop
service sshd start