Pull a leg: make a joke by lying to someone and pretending the lie is true.

Ex1: A: Look behind you! There is a lion coming towards us.

       B: (Start running)

       A: Come on! I was just pulling your leg.

Ex2: A: Why didn't you pass by my school at 10 as I told you. The president were there.

       B: Really! I thought you were pulling my leg.

Thanks.