I'm in the Bottom of the Well dungeon in The Legend of Zelda: Ocarina of Time (on the 3DS if it matters). I've found every chest shown by the Compass, but I still don't have a Boss Key, and I can't for the life of me guess where the boss room would be anyway. Is there simply no boss in this dungeon?
There's no boss-key/proper boss, but there is a mini-boss that gives you an important item from a big chest.
If you're not sure whether you've got that far, there's a brief guide to the dungeon here which tells you what the mini-boss and item are.