In forensic examinations, gunshot injury cases can sometimes present unusual challenges. Typically, a gunshot injury involves an entry wound where the bullet penetrates the body and an exit wound where the bullet exits. If the bullet does not exit the body, it can often be recovered from the body cavity. However, there are instances where the entry wound is identified, but both the exit wound and the bullet appear to be missing. This paper explores such a paradox, where, despite a thorough postmortem examination, neither the bullet nor the exit wound is found. We consider various possibilities and analyze whether this was indeed a gunshot injury. Could the bullet still be inside the body, or might it have taken an unexpected route? This paper aims to clarify this puzzling phenomenon through detailed analysis and underscore the importance of meticulous forensic investigation in complex cases.