ZABAIKALSK, Russia— ''When I came here three months ago, I had the same question,'' Aleksandr Petrovich Bronnikov, the property manager of this tiny railroad town, said this month when asked where one might find the Wall of Genghis Khan. ''Theoretically, it exists. Practically, I haven't seen it.''

The Atlas of the World, published by the Federal Service of Geology and Cartology of Russia, shows it clearly: ''Val Chengis Khana,'' 300 miles of crenelated black line starting in eastern Mongolia, curving gently through China, slicing into Russia like a grapefruit knife directly at Zabaikalsk and then playing out in the treeless Russian hills to the east.

As old Chinese chronicles describe it, the wall consisted of a huge earthen berm topped by wooden parapets. But today, few around here have heard of the Wall of Genghis Khan, the great Mongol conqueror (circa 1165-1227) who united China and forever altered the course of Russian history.

Still, no one goes to Paris and ignores the Eiffel Tower. What sane person would travel this far -- 3,194 miles from Moscow to the Russian-Chinese-Mongolian frontier, 10 hours by Tupolev jet and 8 more hours in the back seat of a white Volga sedan with bad shocks -- and bypass something as redolent of yurts and golden hordes and hinge-of-history events as Genghis Khan's very own personal great public work?

No sane person would. Unless that person could not find it. In the end, that was the great lure: finding something immense on the trackless steppes that had apparently disappeared.

''I was interested in it, too, but I've never seen it,'' Dmitri Batirshin, who works in a Russian travel agency a few steps from the Chinese border, said when asked about the Wall.

''They say Genghis Khan is buried around here. They're still looking for his grave.''

Temujin, as he was called until his enthronement in 1206, is almost surely not buried here. But Zabaikalsk is at the heart of the empire he built, one that eventually stretched from the Yellow Sea to the Volga, from central China to Lake Baikal.

Genghiskhania abound around here. There is the Genghis Khan tablet, a 13th-century Mongol engraving documenting the great ruler's gift of land and a division of warriors to his nephew. A few hundred kilometers away stand the ruins of a Khan-era palace. There are the ruins of a 13th-century Mongol city, Hiriniskaya. There is the Genghis Khan cup, a naturally bowl-shaped rock from which Temujin supposedly drank.

There is even a Genghis Khan healing lake in which, legend says, his soldiers bathed to regain their health after falling ill.

''It cured my sunburn,'' said Galina Katanova, Zabaikalsk's acting city administrator. Not to mention a healing potato that regulates excess stomach acid although its ties to Genghis Khan are less clear.

But the wall?

''It exists,'' Ms. Katanova volunteered. ''I saw it. I went with an old resident, who told me, 'This is the Genghis Khan wall.' ''

Alas, she had forgotten where. And her guide? ''He's dead,'' she said.

But she did have a map.

The map, a black-and-white onionskin affair made fragile by too many folds, seemed to be the only extant plan of Zabaikalsk. And sure enough, there it was: ''WALL OF GENGHIS KHAN,'' a long line, serrated like the battlement of a medieval castle marching from China into Russia right at the southern edge of town.

In the end, it fell to Aleksandr Vasilevich Nazarov, chairman of the Zabaikalsk Ecological Committee, to lay the mystery of the Genghis Khan Wall to rest. Mr. Nazarov, a tall, good-natured man with time on his hands (''There are no ecological problems,'' he said) had not only seen the wall once, but even knew where to find it.

Mr. Nazarov was surprised that anyone would care. ''No one has ever asked before,'' he said.

Five minutes by minivan from town, in a grassy field just yards from the barbed-wire fence that marks the no man's land between Russia and China, it became clear why.

''Here it is,'' Mr. Nazarov said. There, in front of him, was a smallish lump of earth, perhaps 30 yards long, 18 inches high and about as wide as a one-car driveway.

Genghis Khan's historic fortification had been cut down to size not just by centuries of erosion, but by a dirt road running toward a candy-and-soft-drink kiosk. It did not reappear on the other side of the kiosk.

''The Great Wall of China was built of stone,'' he explains. ''This was made of dirt.''

The story might end there, but for a stop later at the local history museum in the capital of Chita Province, also named Chita, where an earnest young researcher named Aleksei Myasnikov, obviously delighted that anyone would ask, delivered the coup de grâce: the Wall of Genghis Khan was not built by Genghis Khan at all.

''It's part of a fortification for local tribes that lived here 300 years before Genghis Khan,'' a people called the Liao, Mr. Myasnikov said.

''It was built to protect from invasion from the south. Relations were quite tense at the time.''

Genghis Khan got credit for the wall, he said, because Genghis Khan gets credit for almost everything ancient -- a Siberian version of the Washington-slept-here syndrome of the eastern United States.

Mr. Myasnikov was nothing if not solicitous. Indeed, he had been to the same spot on the Chinese border and seen the same pitiful remnants of the wall himself, three years ago.

Even though the Wall of Genghis Khan was in fact the Molehill of the Liao, he encouraged his visitors to keep looking.

''There are places where's it's still mid-hip level,'' he said.

Photos: The Wall of Genghis Khan, so called, showed up on a satellite photo, but is not easy to find on the ground. Aleksandr Vasilevich Nazarov, left, one of the few in Zabaikalsk, a Russian railroad town of 11,000, who knows its location, pointed it out. He heads the Zabaikalsk Ecological Committee. (NASA); (Tanya Makeyeva for The New York Times); (The World Book Encylopedia/The World Book Inc.) Map of Russia highlighting Zabaikalsk: Zabaikalsk, Russia, is at the heart of the empire built by Genghis Khan. The Wall of Genghis Khan, however, was built centuries before his time.