I hope that I understand your question and my answer is: ما لاقيت الي عم دور عليه.

لم اجده. او لم اجد ماكنت ابحث عنه. I didn't find it. Or I didn't find what I was looking for.

I did not find what I was looking for. Directly interpreted, it would be لم أجد ما كنتُ أبحث عنه لم is the negation for the verb that follows أجد which is the past tense for find (first person singular). ما here serves the direct object of the verb which is the phrase "was looking for" كنتُ أبحث عنه (pronominal use). The pronoun is dropped and but we can deduct what you are talking about. Hope this clears things up.

If you are looking for somthing, and someone asks you: did you find it? how can you answer him in arabic: "I didnt find what i was looking for"

sorry but ... what's the question !?