I was in South Australia's Neptune Islands, world capital of the great white shark.

Sydney - “Disappointed!” Kevin Kline's clenched-teeth fury in A Fish Called Wanda - his character, Otto, having just discovered an unexpectedly empty safe - encapsulates how I felt as I struggled out of my wet suit.

My disappointment concerned a fish. Or rather, the absence of a fish. I was in South Australia's Neptune Islands, world capital of the great white shark. I had spent much of the day dangling in a cage off a small boat. Seeing a great white was a lifetime's ambition. Lowering myself into the water, anticipating at any second the planet's ultimate predator to come ghosting out of the murk, had been spine-tingling. But nothing doing. Not even a fin.

The day wore on. Up on deck, with the prospect of failure looming ever larger, we avoided one another's eyes. Our skipper's account of how last time out they'd had three sharks around the boat all day (“Real monsters!”) didn't help. It seems we'd picked the wrong day.

I tried to be grown up. Claimed I appreciated how these things are never guaranteed and that it had, nonetheless, been great to spend the day in such a beautiful spot with a crew determined to do things the right way, notably by refusing to use bait. “Great?” Who was I kidding? I'd flown halfway around the world for this. The YouTube clips showed everyone else got lucky, so why had fate singled out me? In the film, Otto had vented his rage on the safe in a hail of moronic bullets. But I could only glower at the cage.

But it's not just me. Years ago, working at a safari lodge in Zambia, I would watch punters return to camp stony-faced when they hadn't seen a lion. Forget the elephants, giraffes and countless other creatures they'd enjoyed, not to mention the sheer privilege of swanning around in glorious wilderness, a lion-less game drive was a failed game drive. I seethed at their lack of imagination. How could they reduce this fabulous experience to some celebrity animal tick-list?

This is the dilemma at the heart of the wildlife travel industry. The appeal of wildlife is in the name - ie, it's wild - and explains why we splash out on safaris even though we'd have much better views in a zoo. An element of chance, of beating the odds, is essential. Without the possibility of not seeing the wildlife, seeing it would be far less exciting. Yet unless we get lucky - as Harriet O'Brien did with tigers in India - we feel cheated. Especially when we've paid big bucks.

I blame the marketing. We all expect to see what's on the cover of the brochure, after all. Television doesn't help, with all those kills and copulations in close-up.

Perhaps we'd all be better off approaching wildlife-watching on a more holistic level: appreciate the setting, the all-round experience and so on. Personally, for my own mental health, I've already drawn up a new wildlife “miss list”. One day, with luck, I'm hoping to not-quite-glimpse an orang-utan in Borneo, miss by seconds a snow leopard in Ladakh and maybe - just maybe - get stuck in the toilet while blue whales cavort around my cruise ship in the Sea of Cortez.

Disappointed? Me? Never again. - The Independent on Sunday

* Mike Unwin's latest book, the “Bradt Guide to Swaziland” (Bradt Travel Guides), is out now