Police left empty-handed even after digging was expanded to a lot where a house once stood, CNN reported.
Hoffa disappeared in 1975 at age 62 and was declared legally dead in 1982.
FBI agents and forensic anthropologists had returned to the Oakland County field where bulldozers and backhoes had spent the previous days digging up slabs of concrete, the Detroit Free Press reported.
Reporters and onlookers crowded the perimeter of the site Wednesday.
A man carrying a shovel and wearing a horse head said the operation was "ridiculous."
"By being ridiculous, I hope to point out how ridiculous this whole thing is," said the man, who refused to give his name.
His mask was an allusion to a scene in the movie "Godfather."
The dig was at least the fourth attempt to locate the body of Hoffa.
Oakland County Sheriff Michael Bouchard had called the new investigation "probably one of the most relevant and credible."
The site came under scrutiny in January after 75-year-old Tony Zerilli, the son of a reputed former Detroit crime boss, told investigators Hoffa was buried there.