Any other details? Perhaps you need to post here the entire code.
Will the following work for you?

CREATE TABLE table1 (key n(10))
CREATE TABLE table2 (key n(10))
INSERT INTO table2 VALUES (1)
INSERT INTO table1 VALUES (1)
INSERT INTO table1 VALUES (2)
INSERT INTO table1 VALUES (3)
SELECT table1.key FROM table1 ;
   WHERE table1.key NOT IN (SELECT table2.key FROM table2)

* for me it returns  2,3 as expected

>Hello,
>I try to return key from table1 which has not reference in the table2.
>
>[Table1].key
>1
>2
>3
>
>[Table2].key
>1
>
>SELECT table1.key FROM table1 ;
> WHERE table1.key NOT IN (SELECT table2.key FROM table2)
>
>I want to query return
>[Query].key
>2
>3
>
>But I got nothing.... empty sql result.... why?