Meaning of “have sb on” - Learner’s Dictionary

have sb on

UK phrasal verb with have us uk strong /hæv/ weak /həv, əv, v/ verb past tense and past participle had, present tense singular has

to make someone think that something is true, as a joke:

He's not really angry - he's just having you on.

(Definition of “have sb on” from the Cambridge Learner’s Dictionary © Cambridge University Press)