If you click on Contacts followed by Contact requests on the XING homepage, you can switch between "Received requests" and "Sent requests". If you select "Received requests" but can't see any there, the member has probably retracted his request or even deleted his XING profile.
Please note: You will not be automatically informed about contact request retractions unless the person who sent the request wants you to know about it. You are of course free to contact that person by clicking on the link in the e-mail notification. You'll then be automatically redirected to a page where you can send a contact request to that person.