Empties have no geometry
You are using an Empty object to display the image (you can that from the icon in the outliner), but as stated by the manual:
The “Empty” is a null object. It contains no real Geometry, [...]
This means that the object has no faces, no materials, so the engine has nothing to render. What you see in the viewport is just a "gizmo", useful to work with but has no influence on the rendered image.
The Image-Empties can be useful to quickly put some movable references in the scene. If you want to render the image, I would suggest to use the Images as plane add-on, that starting from an image create a true object in the scene.