You have an orphaned fact record, with no key lookup to the Dimension. As mentioned process the dimension. You may have to consider how the data is moved, (what the query is because you may have to modify the from date to pull raw data from and insure you are not inserting duplicates into the dimensional database table.) There may have been a hiccup in the Job or whatever moves the data or some disruption in network connectivity. These things can happen.

On that note, when there is no match from fact to dimension you may want to set the factkey to -1 to represent a NULL, it will keep the cube from erroring out during processing (so long as you have a -1 in the Dim).