A search for the decay B±→K±K±π∓ was performed using data collected by the OPAL detector at LEP. These decays are strongly suppressed in the Standard Model but could occur with a higher branching ratio in supersymmetric models, especially in those with R-parity violating couplings. No evidence for a signal was observed and a 90% confidence level upper limit of 1.29×10−4 was set for the branching ratio. This upper limit was used to set a limit on the R-parity violating couplings.