The third Fermi-LAT catalog (3FGL) presented the data of the first four years of observations from the Fermi Gamma-ray Space Telescope mission. There are 3034 sources, 1010 of which still remain unidentified. Identifying and classifying gamma-ray emitters is of high significance with regard to studying high-energy astrophysics. We demonstrate that optical polarimetry can be an advantageous and practical tool in the hunt for counterparts of the unidentified gamma-ray sources (UGSs). Using data from the RoboPol project, we validated that a significant fraction of active galactic nuclei (AGN) associated with 3FGL sources can be identified due to their high optical polarization exceeding that of the field stars. We performed an optical polarimetric survey within $3sigma$ uncertainties of four unidentified 3FGL sources. We discovered a previously unknown extragalactic object within the positional uncertainty of 3FGL J0221.2+2518. We obtained its spectrum and measured a redshift of $z=0.0609pm0.0004$. Using these measurements and archival data we demonstrate that this source is a candidate counterpart for 3FGL J0221.2+2518 and most probably is a composite object: a star-forming galaxy accompanied by AGN. We conclude that polarimetry can be a powerful asset in the search for AGN candidate counterparts for unidentified Fermi sources. Future extensive polarimetric surveys at high galactic latitudes (e.g., PASIPHAE) will allow the association of a significant fraction of currently unidentified gamma-ray sources.