a phantom computer virus

Answer this for me. McAfee notified me that I had a virus and it could
not be cleaned, deleted, quarantined or otherwise removed. So, I went
to "search" to find its location and when I searched it said no file by
that name was on my computer. So, I ran McAfee virus scan and it
picked up no virus.

Explain that to me please. Someone. Anyone.

.