never heard of such a thing!
(one) (has) never heard (of) such a thing
One finds the thing mentioned absurd, mystifying, amazing, or very hard to believe. The dealership wants to take the car back from us and give us a different one? Why, I never heard such a thing! The committee has reviewed your application and, frankly, we've never heard of such a thing as you are proposing.
(I) never heard of such a thing!
an expression of amazement and disbelief. (Compare this with Well, I never!) Bill: The company sent out a representative the same day I called to examine the new sofa and see what the problem was with the wobbly leg. Jane: I've never heard of such a thing! That's very unusual. Bill: The tax office is now open on Sunday! Sue: Never heard of such a thing!