Your statement is rather vague. Do you mean the code  just flat out fails
to run, or do you mean your vlookup  statement doesn't find what you are
looking for?

I would imagine you are referring to your statement as to not finding
anything, in which case, something as simple as a Boolean statement
could work.

Boolean statements are true\false variables.

Dim bFoundIt as Boolean

At some point within your code you could change the variable to true,
i.e.
bFoundIt = True
if what you are looking for is found, otherwise it will remain as false.

Then run an if statement afterwards, such as

If bFoundIt = false then
Do something
End if