  Using data collected with the CLEO II detector we have performed a search for
direct CP violation in the $\Xi$ hyperon system. CP violation gives rise to an
asymmetry, A, between the parity-violating angular distributions of the decay
chains $\Xi^- \To \Lambda pi^-$, $\Lambda \To p \pi^-$ and $\bar{\Xi}^+ \To
\bar{\Lambda} \pi^+$, $\bar{\Lambda} \To \bar{p} \pi^+$. In the Standard Model,
A is expected to be in the range $10^{-4}$ to $10^{-5}$. If CP violation were
found at a higher level it could indicate the presence of new physics. We find
no evidence for CP violation: A = -0.057 +- 0.064 +- 0.039. We also obtain
$A_{\Xi} = -0.070 +- 0.064 +- 0.045$ and $\alpha_{\bar{\Xi}}=
0.49^{+0.06}_{-0.05} +- 0.10$.
