We have analyzed events with jets and large missing tranverse energy produced in p anti-p collisions at s**(1/2) = 1.8 TeV. The observed event rate is consistent with Standard Model predictions. In a version of the supersymmetry (SUSY) model with a massless photino and no cascade decays, we exclude at the 90% confidence level the existence of squarks and gluinos with masses less than 125 GeV/(c**2) and 141 GeV/(c**2) respectively. The mass limits are lower with other choices of the SUSY parameters. An example is presented.