In our experience, this occurs because someone with access to the orders in your administration panel has deleted it, inadvertently or otherwise. In particular, it's best to leave any 'denied orders' in that folder until you have reconciled what shows in your bank / merchant account/s and your shopping cart. It may not be possible to retrieve deleted items as free space is overwritten, so please delete carefully with this in mind.
Visit us on live chat with all the information you have on the order number or send us a support ticket to check if it is still possible to retrieve that information.