right click on the document and check the properties (size etc.). It could also be indexed but not actually physically there. Last time that happened to me I just booted up into Ubuntu and deleted it that way. if it's a tmp file, it could've been created using word or photoshop and now that the program has been closed it's been removed but the indexing service still left the file there.
You do not say if you can open the file. If you can it is there, if not it may be as stated and index error. You can turn off indexing and see if it goes away. Indexing is of some value if you do a lot of searching, if not you may get a bit better system performance with it turned off. File assassin is great.