A search for the light pseudoscalar sgoldstino production in three-body K- decay K- --> pi-pi0 P has been performed with the ISTRA+ detector exposed to the 25 GeV negative secondary of the U-70 proton synchrotron. No signal is seen. Upper limits for the branching ratio at 90% confidence level vary between 2.0 10**-5 and 0.5 10**-5 in the effective mass m(P) range from 0 up to 190 MeV. Our results improve the limits published by the E787 Collaboration in the mass interval between 0 and 120 MeV and are the first ones at higher masses.