Rainsford is being hunted by General Zaroff in "The Most Dangerous Game" by Richard Connell. It is, indeed, a dangerous game, as the title suggests, and losing the game means losing his life.
On the first day of their hunting "game," Rainsford ends up in a tree after leaving elaborate tracks which would undoubtedly have led other hunters away from him; Zaroff is one of the best hunters on the world, however, so he eventually finds his way to the base of the tree.
Rainsford held his breath. The general's eyes had left the ground and were traveling inch by inch up the tree. Rainsford froze there, every muscle tensed for a spring. But the sharp eyes of the hunter stopped before they reached the limb where Rainsford lay; a smile spread over his brown face. Very deliberately he blew a smoke ring into the air; then he turned his back on the tree and walked carelessly away, back along the trail he had come.
After this happens, Raisnford is intensely relieved that Zaroff had not discovered him. Zaroff's presence this close to him is evidence of the general's skills, and he assumes that "only by the merest chance had the Cossack failed to see his quarry."
As soon as he has this thought, though, Rainsford is horrified by the truth: Zaroff had deliberately not looked any higher in the tree so he could continue the hunt. That explained the smile and his casual leave-taking. The thought "sent a shudder of cold horror through his whole being."
Rainsford does not want to believe it, but there is no other explanation for the general's being so close to him without actually seeing him.
The general was playing with him! The general was saving him for another day's sport! The Cossack was the cat; he was the mouse. Then it was that Rainsford knew the full meaning of terror.