Loftwings and Demons

我听不懂

wo3ting1bu4dong3
I don't understand

Literally, this phrase means 'I hear, but I do not understand'

A useful phrase for people who don't (or don't yet) speak the language .

However, there are some nuances that are useful to learn if you do want to communicate in Mandarin, as this phrase also implies a desire to completely end a conversation (as well as primaily applying to speech). This article discusses some useful variations on this phrase :
Beyond ‘Ting Bu Dong’: 11 Better Ways to Say I Don’t Understand in Chinese