We study CP violation in chargino production and decay in the Minimal Supersymmetric Standard Model (MSSM) with complex parameters at an e^+ e^- linear collider with longitudinally polarized beams. We investigate CP-sensitive asymmetries by means of triple product correlations and study their dependence on the complex parameters M_1 and mu. We give numerical predictions for the asymmetries and their measurability at the future International Linear Collider. Our results show that the CP asymmetries can be measured in a large region of the MSSM parameter space.