We have searched for the rare decay W^+/- -> pi^+/- + gamma in 16.7 pb^-1 of data taken in proton-antiproton collisions at sqrt s = 1.8 TeV with the CDF detector at Fermilab. We find one event consistent with the expected signal, and estimate the background to be 2.6 +/- 1.0(stat) +/- 1.3(syst) events. Without background subtraction, we find the ratio of partial widths to be Gamma(W^+/- -> pi^+/- + gamma)/Gamma(W^+/- -> e^+/- + nu) \leq 2.0 x 10^-3 at the 95% confidence level.