There are several possible reasons for this.
First, the e-value may have been set too low. The e-value is a numerical description of the quality of the match.
Second, the query sequence may be masked by low complexity filtering. We have our blast filtering turned on so that unnecessary computational time isn't used in processing largely false results.
Third, your sequence may just simply not match any sequence in our database well. This often happens particularly with short query sequences.
Good luck with future searching!