Exchange and DNS

Hello.

A user reported that someone sent an email message to him but the he did not received it. The sender claims that the message is in his SENT ITEMS folder and that he did not received any undelivery report.

I would like to ask how such a problem could arise. I mean to send an email and then to have this black hole symptom without any notification that the mail was not received.

Is is to do with bad DNS configuration?

Thank you in advance.