We present optical polarimetry in the period May-August 2017 of the enigmatic dipping star KIC 8462852. During that period three ~1% photometric dips were reported by other observers. We measured the average absolute polarization of the source, and find no excess or unusual polarization compared to a nearby comparison star. We place tight upper limits on any change in the degree of polarization of the source between epochs in- and out-of-dip of <0.1% (8500-Ang.) and <0.2% (7050-Ang. and 5300-Ang.). How our limits are interpreted depends on the specific model being considered. If the whole stellar disk were covered by material with an optical depth of ~0.01 then the fractional polarisation introduced by this material must be less than 10-20%. While our non-detection does not constrain the comet scenario, it predicts that even modest amounts of dust that have properties similar to Solar System comets may be detectable. We note that the sensitivity of our method scales with the depth of the dip. Should a future ~20% photometric dip be observed (as was previously detected by Kepler) our method would constrain any induced polarization associated with any occulting material to 0.5-1.0%.