Did it show up in "Disk Management"?
If it did, you do have the chances to recover your data at the aid of a recovery tool. Fortunately enough, you also could save your pen drive by re-formatting it after the recovery process.
If so, I would recommend you to run a free drive recovery freeware
that has ever helped my sister retrieve all his inaccessible data. I hope it will work well on your pen drive.
OK! Read more information about it there: -http://blog4mark.blogspot.com/2012/11/how-to-repair-corrupted-pen-drive.html
But, if it did not, do not waste time and send it to a data recovery service, if the inner data is very, very, very important.