Chaotic dynamics in open Hamiltonian dynamical systems typically presents a number of fractal structures in phase space derived from the interwoven structure of invariant manifolds and the corresponding chaotic saddle. These structures are thought to play an important role in the transport properties related to the chaotic motion. Such properties can explain some aspects of the non-uniform nature of the anomalous transport observed in magnetically confined plasmas. Accordingly we consider a theoretical model for the interaction of charged test particles with drift waves. We describe the exit basin structure of the corresponding chaotic orbit in phase space and interpret it in terms of the invariant manifold structure underlying chaotic dynamics. As a result, the exit basin boundary is shown to be a fractal curve, by direct calculation of its box-counting dimension. Moreover, when there are more than two basins, we verify the existence of the Wada property, an extreme form of fractality.