Every time I opened catfish I was prompted to update the database as it was never updated. I was updating this with administrative rights, but after closing and opening the application the same message was displayed.
The catfish utility is based on locate and find and the locate database is updated by the updatedb command.
The man page of updatedb for my debian system says:
--output=dbfile
The database file to build. Default is system-dependent. In Debian GNU/Linux, the default is /var/cache/locate/locatedb.