A model-independent search for direct CP violation in the Cabibbo suppressed decay $D^+ to K^- K^+pi^+$ in a sample of approximately 370,000 decays is carried out. The data were collected by the LHCb experiment in 2010 and correspond to an integrated luminosity of 35 pb$^{-1}$. The normalized Dalitz plot distributions for $D^+$ and $D^-$ are compared using four different binning schemes that are sensitive to different manifestations of CP violation. No evidence for CP asymmetry is found.