My TDi 140 had exactly the same problem recently.
Checked every single fuse I could find, and nothing blown.
VAG-COM showed no errors. apparently the control unit which tells the fan when to turn on/off is inside the fan, so the whole fan msut be replaced.
At first I was told the whole cowling which houses both radiator fan and a/c fan must be replaced at a cost of R10 000 (about 700 quid) - and that was the mechanic's cost price!!! he's a mate though, so he looked around and finally found somewhere that could supply just the fan.
ended up costing R2200 (about 160 pounds) (I'm guessing at the conversion from Rands to Pounds +- 14:1)
bottom line is I had to get the fan replaced, but don't be conned into replacing the whole unit with both fans...