Might be enough to evaluate the number of visible rows.
'...
Selection.AutoFilter Field:=1, Criteria1:="=*" & Range("J1").Value & "*", Operator:=xlOr, _
Criteria2:="=*" & Range("K1").Value & "*"
If AutoFilter.Range.Columns(1).SpecialCells(xlCellTypeVisible).Count -1 >0 then '-1 to discount the header row
Cells.Select
Selection.Copy
Sheets.Add After:=ActiveSheet
ActiveSheet.Paste
Sheets("Data)").Select
Selection.AutoFilter
Sheets("Client").Select
ActiveCell.Offset(1, 0).Range("A1:B1").Select
End If
Next i
Else
MsgBox "Please enter a number!", vbInformation
GoTo Anf
End If
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