We search for the rare decay W^+/- -> D^+/-_s gamma in 82 pb^-1 of ppbar collisions recorded with the Collider Detector at Fermilab. At the 95% confidence level, we find an upper limit on the relativ branching fraction to be Gamma(W^+/- -> D^+/-_s gamma)/Gamma(W^+/- -> e^+/- nu)<1.2 x 10^-2.