Who is responsible for Medical records for SSDI claim?

One of the more common reasons for denial of SSDI is that the SSA official made her decision based on an incomplete application, without all relevant medical records.   I do not know what happened in your case, but even if the SSA requested records from your doctor(s) that does not mean the examiner received them in a timely manner (timely meaning before rejection).  Think about your own experiences with requesting medical records from doctors.  Sometimes there are fees required for copying, sometimes the request is delayed or ignored.

Accordingly, the best way to make sure your SSDI application is as complete as possible to is to physically obtain the records in question yourself from all of your doctors and either include them with the application or, if that is not possible, deliver them to the SSA shortly after filing your application.  At this point, assuming you believe you have a legitimate disability, I think you should hire an experienced disability attorney and appeal your denial of benefits.  Your attorney will walk you through the reconsideration and appeals process and, this time, make sure all important medical records are in place.  You are at an important place in the appeals process.  If your claim fails at the appeals level, appealing an unfavorable Social Security Administrative Law Judge opinion can be difficult.   Good luck.