Answer
To fantasise about a non-Mahram woman is Haraam and tantamount to committing Zina with the heart and mind. Allamah Shaami states, ?just as it is Haraam to look at that which is not permissible, it is also Haraam to fantasise over that.? (Raddul Mukhtaar vol.5 pg.263; Rashidiyya)
And Allah Ta’ala Knows Best
Mufti Ebrahim Desai