Just as when you dream of falling, feeling persecuted comes from your own insecurity. Thus, it is one of the most common images produced during sleep. This dream mainly indicates the power that facts or feelings from the past have over you, since the conflicts arising from these past situations stay with you and prevent you from moving forward. It could be episodes of childhood or adolescence that are lodged in your memory and have taken the form of guilt or obsessions.
Native Americans believe that if you have this dream, you should address your persecutor and fight him to unmask him. Following this advice, it is quite possible that you will discover your fears are not that threatening.... The Big Dictionary of Dreams