Saw message preview, but no new text

I saw a message preview on my lock screen this morning. I caught a few words of the message, but not who it was from. When I went to open it up, there was no notification on the Messages app. I looked through my messages and none are new. I checked the notification center to see if it was perhaps from another app, but again there is nothing new. I've also tried restarting my phone and the Messages app.

I was just wondering if this has happened to anyone else. Is it possible that my phone will receive the message, but it will be delayed? Is there anything you recommend I try? Thank you.