Chase dreams are supposed to be about a problem or series of related problems that one is avoiding facing in their waking life. It is best to face the issue and try to come up with constructive ways of handling it, rather than to keep running. Running away or avoiding problems are more painful, in the long run. Your fears are making the issues this dream is about more scary than they need to be. This means it can be more painful worrying about an event happening that we fear, than the actual event ever ends up being, itself.
Guns often symbolize sexual energy.
Since you mention this as part of a dream theme and not a specific dream, I don't have anything else to go on. It could mean something different, depending on the other dream symbols in that particular dream. Lot's of them. All shapes and colors. Soemtimes there are them all over in the playground.