With these words, the speaker is essentially calling the other a liar.
If you suspect that they are being untruthful, telling them straight out that you don’t believe them will usually backfire.
Instead, say, “I’m having trouble believing you’re telling me the entire story.” It’s less inflammatory and accusatory.
Listen to the full story. Ask pointed and focused questions. You’ll be in a much better position to understand their behavior and then react appropriately.