If you rinse the eye thoroughly but still have the sensation of a foreign body, you should see an ophthalmolgist. Many times an eyelash or grain of sand etc is flushed out with saline or tap water, but left behind a small corneal abrasion which will feel exactly the same as a foreign body initially. I suspect if you can't see it and you've rinsed the eye, you have a microabrasion on the cornea. The cornea heals within 24 hours usually, so if you can keep it closed for a while it will lessen the discomfort (most people sleep through the pain and wake up fully healed). However, continual rubbing or attempts to remove the foreign body that is no longer there can result in large epithelial defects which do not heal in 24 hours. You could also have something embedded in your cornea, or your eye could be very dry, or you could have trichiasis (and eyelash turned in hitting the cornea). My hub on the cornea may be of help to you, but I recommend flushing the eye for at least 15 minutes. If you still have an issue, see your doctor.