Be sure you trust the person you are trading with.

There are more than 4 slots for items in the trade window. You may not see it, unless you scroll down.
If you pressed the accept button without seeing if it was there, your trading partner (if dishonest) could say they didnt recieve it.
I have seen this work both ways; I drop an item in the slot, but it appeares in another lower down and the reciever has had the same happen.
Be sure to check your inventory fully, scroll all the way up and down.
