The Hénon-Heiles Hamiltonian is investigated in the context of chaotic scattering, in the range of energies where escaping from the scattering region is possible. Special attention is paid to the analysis of the different nature of the orbits, and the the invariant sets, such as the stable and unstable manifolds and the chaotic saddle. Furthermore, a discussion on the average decay time associated to the typical chaotic transients, which are present in this problem, is presented. The main goal of this paper is to show, by using various computational methods, that the corresponding exit basins of this open Hamiltonian are not only fractal, but they also verify the more restrictive property of Wada. We argue that this property is verified by typical open Hamiltonian systems with three or more escapes.