Can we pursue legal action to get our deposit back if no lease or legal agreement was signed?

We moved into half of a duplex and gave a deposit to who we thought was the owner. We found out a few weeks later that she was leasing the property and now allowed to rent the half of the duplex that we had paid her for. The owner of the property found out she did this and pulled her lease. Since she was not legally allowed to rent to us, can we take legal action to get our money back? We did not sign anything, she gave us a handwritten receipt at the time of deposit. This is in Wisconsin. We are moving as of December 1st and have attempted to get our money back with no response. Doesn't this constitute as fraud?