Denis,
This works for me:

CREATE CURSOR table1 (Key1 N(1))
CREATE CURSOR table2 (Key1 N(1))
INSERT INTO Table1 VALUES (1)
INSERT INTO Table1 VALUES (2)
INSERT INTO Table1 VALUES (3)

INSERT INTO Table2 VALUES (1)

SELECT Table1.Key1 FROM table1 WHERE Table1.Key1 NOT IN (SELECT Table2.Key1 FROM table2)

>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?