People might well have argued that it was a waste of money to send Christopher Columbus on a wild goose chase.
But, if you'll pardon my inquisitiveness, I'd like to ask why you are making this wild goose chase half around the world?
"It's a wild goose chase we're on," muttered his companion after a while.
He said there was no use of our going on a wild goose chase.
They may be worth a good deal before we get back from this wild goose chase.
Of course it might be but a wild goose chase after all—yet he could not let his impression go unheeded.
You are a fine one to send us off on a wild goose chase like that!
I trust you are not expecting the little girls and me to go with you on your wild goose chase into New Mexico.
Were of the opinion it is all a wild goose chase so were staying here.
It may be a wild goose chase, but it is best to be on the safe side.
1592, first attested in "Romeo and Juliet," where it evidently is a figurative use of an earlier (but unrecorded) literal sense in reference to a kind of follow-the-leader steeplechase.