That usually means the IPN failed to reach your site. Within your PayPal account check the IPN history. You should be able to reach the page with the below URL.
www.paypal.com/merchantnotification/ipn/history
It should tell you if an IPN failed and with what status code. Sometimes this can happen if you for example are updating your site right as an IPN comes through. PayPal should retry a few times though. You can also force a retry.
Please also be sure IPNs are even enabled and configured correctly on the below page.
www.paypal.com/merchantnotification/ipn/preference