Chaotic scattering systems with multiple exit modes typically have fractal phase space boundaries separating the sets of initial conditions (basins) going to the various exits. If the exits number more than two, we show that the system may possess the stronger property that any initial condition which is on the boundary of one exit basin is also simultaneously on the boundary of all the other exit basins. This interesting property is known as the Wada property and basin boundaries having this property are called Wada basin boundaries.