Paypal confirmation, but no sales order created

[L3XX_VP]

I am not sure if  this issue is specific to my shopping cart or not. But here's it is:

Customer clicks the paypal button to pay via paypal

Customer logs into paypal and submits payment

Customer gets a receipt from paypal saying that the money was sent

However, no sales order is created in our ecommerce platform.

We've had a few cases like this exactly.

Is this more of a paypal issue? Anybody experienced the same problem??