sql server statement conflicted with the foreign key constraint code example

Example: The ALTER TABLE statement conflicted with the FOREIGN KEY constraint "". The conflict occurred in database "", table ", column

SELECT *
FROM [rpt].ReportLessonCompetency rlc
WHERE NOT EXISTS
(
    SELECT 1 
    FROM [rpt].TraineeGrade tg
    WHERE tg.Id = rlc.Grade
)