Gameboy games memory gone?

Yesterday i took zelda out of my gameboy and when i put it back in the memory was gone. Is this a problem with my gameboy or the game itself ?
 
BTW, I hope you know you're not getting your save data back. Once it's gone, it's gone. All replacing the battery will do is keep future saves.
 
I highly recommend getting a mega memory card to make backups. That way if this happens in the future (which it will), you can replace the battery and restore your save.
 
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