Check the objects material in the Hypershade and make sure there is nothing plugged into the material’s transparency. If there is nothing plugged into the transparency attribute, then make sure the transparency is set all the way to black.

If this doesn’t work, make sure the geometry’s Primary Visibility is turned on in the Render Stats. If the Primary Visibility is turned off, then the object will not be visible, even though Maya will still calculate any HDR lighting coming from the object.