Also called mate, the chess game word checkmate indicates the act of maneuvering the opponent’s king into a situation from which it cannot escape, thus bringing the game to a victorious conclusion. 

checkmate

The term checkmate comes for the Persian phrase shāh māt, which according to Wikipedia means “the King is helpless” or “the King is dead” depending whom you are asking!

In any case, you’ve lost the game as your king has nowhere to go. He’s captive or dead depending on your interpretation of the rule!