From Longman Dictionary of Contemporary Englishwild goose chaseˌwild ˈgoose ˌchase noun [countable] LOOK FORa situation where you are looking for something that does not exist or that you are very unlikely to find, so that you waste a lot of time It looks like they’ve sent us on a wild goose chase.
Examples from the Corpus
wild goose chase• I thought, Don't know about a wild goose chase, this is a lame duck chase.• Each shopping trip is a wild goose chase.• Instead of that, he had become involved in what was most likely a wild goose chase.• Looking around the room, Harry wondered if Potts had deliberately sent him on a wild goose chase.• They deliberately sent me on a wild goose chase.• On that occasion their predicament had been spotted and a boat had been sent out from Sharpness on a wild goose chase.• The photographs might represent a wild goose chase after the random neuroses of an insecure young woman.• Save yourself a wild goose chase round the shops. 