It’s in the nature of a dog to chase since they are carnivorous by nature. With some breeds, like Collies and sheepdogs, we have taken this instinct and turned it to our own use for herding cattle or sheep. But even with these breeds, training is still required to call the dog off when necessary. Like everything else this training is best started young.
The best place to start such training is in your garden, especially if it is surrounded by a fence. This will stop him from being distracted by anything happening outside and help to focus his attention on you. Remove any dog toys or anything that may distract him before starting.
Put your dog on a lead and stand with him beside you. Then take a ball and show it to him without letting him touch it. Roll the ball away from you and state the command ‘Off!’ If he tries to follow the ball then restrain him with the lead and repeat the command again ‘Off!’ This will need to be repeated until the dog obeys the command.
Whenever he obeys the command give him a treat as a reward. Repeat the training session in different environments, like indoors and in a busy park, gradually introducing more potential distractions into the training sessions until he obeys in all situations.
Once he has shown he can obey the command in all these different environments then try again in the yard or indoors but without the lead. Again reward him for good performance. Repeat the training in different environments with increasing distractions.
You should never let your dog off the lead until you are sure he is trained not to chase.
Following this simple training exercise will tech your dog not to chase things. This could save you from the embarrassment of having to chase your dog shouting at him to come back. It could also save you from the consequences of his chasing, which could be anything from embarrassment to legal proceedings in the event of an accident caused by your dog.