We had a call like this which we ignored. Over the next few days we kept getting calls both on our cellphone and our landline, which we ignored. Eventually we answered and an American voice told us that there had been suspicious activity on our Tesco credit card - we ignored it. They persisted and, eventually, we rang Tesco helpline, using the number on our card, and we were told it was indeed a suspicious debit; the original answering voice was American because it's American software that monitors the cards. It seems that someone had tried to spend £350 in a surf-shop and, knowing we're pensioners, thought it might be a scam; they were right. Had we said it was a real transaction they would have allowed it. As it was they said they were immediately cancelling the card and sending us new ones after checking the last few transactions to make sure that genuine ones weren't cancelled.
I suggest that you Google the number which called you and, if there is any chance it could be genuine, check it further CAREFULLY.