Cannot Delete File Keeps Coming Back

My computer had a file that I wanted to remove but instead got this message:Cannot delete file: Access is denied.The file is in use by another program or user.I was told to install unlocker to remove the file. I right-clicked unlocker on that file and it said there is nothing to be unlocked so I deleted the file through the unlocker options. I checked the recycling bin to see if it ended up there but that file was not in the recycling bin. I thought nothing of it and assumed it's gone for good but after I restarted the computer it came back. I also scanned and removed all the bugs from my computer but still no use. It keeps coming back. Although the file keeps coming back it contains nothing and takes up 0 space.