  We have searched for a CP violation signature arising from an electric dipole
moment (d_tau) of the tau lepton in the e+e- -> tau+tau- reaction. Using an
optimal observable method and 29.5 fb^{-1} of data collected with the Belle
detector at the KEKB collider at sqrt{s} = 10.58 GeV, we find Re(d_tau) = (1.15
+- 1.70) x 10^{-17} ecm and Im(d_tau) = (-0.83 +- 0.86) x 10^{-17} ecm and set
the 95% confidence level limits -2.2 < Re(d_tau) < 4.5 (10^{-17}ecm) and -2.5 <
Im(d_tau) < 0.8 (10^{-17}ecm).
