I need a check constraint on two columns, at least one must be not null

This can be done with a check constraint that verifies null value and matches the result with or

create table #t (i int
               , j int
               , constraint chk_null check (i is not null or j is not null))

The following are the test cases

insert into #t values (null, null) --> error
insert into #t values (1, null) --> ok
insert into #t values (null, 1) --> ok
insert into #t values (1, 1) --> ok