The case_not_found exception is an predefined exception of PL/SQL language and catch error when executing CASE statement and no data is found.
Case_not_found example
declare
    gen      students.gender%TYPE;
    stu      students.student_id%TYPE := 3;
    message  VARCHAR2(250);
begin
    SELECT gender INTO gen from students WHERE student_id = stu;
    dbms_output.put_line('Gender is: '||gen);     
    CASE
        WHEN gen = 'M' THEN message := 'MALE';
        --WHEN gen = 'F' THEN message := 'FEMALE';
    END CASE;
    dbms_output.put_line('Message: '||message);  
exception
	when case_not_found then
		dbms_output.put_line('CASE_NOT_FOUND: '||sqlerrm);
end;
Output:
Gender is: F
CASE_NOT_FOUND: ORA-06592: CASE not found while executing CASE statement