Much of this depends on the technologies used to mask the planet, and the technologies that are being used to scan.
Active jamming is not a viable plan, since it alerts everyone that something is there, and would induce people to send probes or use various electronic counter measures to see through the jamming. A sufficiently powerful active transmitter could simply "brute force" its way through the electronic interference, or the searcher can send millions of nano satellites to take a look. As an aside, active jamming cannot mask the presence of a gravitational field, so simply looking at the trajectories of the nano satellites will be very revealing.
Using metamaterials to actively refract electromagnetic signatures around the object being screened is far more plausible, and done properly, won't even leave a "hole" for sensors to determine that something is there. The problem is metamaterials are generally effective for a limited range of wavelengths, so attempting to screen at all possible wavelengths would require an extremely sophisticated and expensive screen.
Metamaterial cloak in action
The other effect would be that the planet below would be cut off from the outside universe and end up in perpetual darkness. All life on the planet being extinguished is probably not the intention of whoever was hiding the planet...
Gravitational effects are still not hidden by the use of metamaterials, and any infrared or other signatures from the planet may interfere with the metamaterial cloak. As well, if the planet is in communication with the outside world, then holes will need to be created in the cloak to transmit and receive, which are then vulnerable to discovery.
On the other side of the equation, spacecraft will need very sensitive scanners in order to do things like detect distant spacecraft and align antenna for long range communications or weapons. In space, there is no real limit to how large you could build a receiver or mirror (a continent sized mirror of metal foil a molecule thick is theoretically possible, although rather difficult to point). Large synthetic apertures can be made by positioning elements at varying distances from the spacecraft, and having a constellation of sensor drones a light second in diameter (about the distance from the Earth to the Moon) should be no problem for a space ship designed to do scouting or exploration.
Just keep adding mirrors
The fact there is a planet orbiting the star means that it would be known from the stellar survey. Currently we can detect exosolar planets even hundreds of light years away by looking for the subtle variations that the orbiting planet induces. The star and planets orbit around a "barycentre", so the size, mass and orbit of a planet can be deduced by looking for a "wobble" in the star. Arriving at teh star and not seeing the expected planet would be far more startling and unexpected.
Finding the barycentre allows you to determine mass, orbital parameters etc.
So the idea that an astronaut could simply "look out the window" and see an unexpected planet would be pretty unlikely.