  Using the CLEO II detector we have performed the first search for $CP$
violation in tau lepton decay. CP violation in lepton decay does not occur in
the minimal standard model but can occur in extensions such as the multi-Higgs
doublet model. It appears as a characteristic difference between the $\tau^+$
and $\tau^-$ decay angular distributions for the semi-leptonic decay modes such
as $\tau^- \to K^0 \pi^- \nu$. We define an observable asymmetry to exploit
this and find no evidence for any CP violation.
