The three Upsilon states, Upsilon(1S+2S+3S), are measured in d+Au and p+p collisions at sqrt(s_NN)=200 GeV and rapidities 1.2<|y|<2.2 by the PHENIX experiment at the Relativistic Heavy-Ion Collider. Cross sections for the inclusive Upsilon(1S+2S+3S) production are obtained. The inclusive yields per binary collision for d+Au collisions relative to those in p+p collisions (R_dAu) are found to be 0.62 +/- 0.26 (stat) +/- 0.13 (syst) in the gold-going direction and 0.91 +/- 0.33 (stat) +/- 0.16 (syst) in the deuteron-going direction. The measured results are compared to a nuclear-shadowing model, EPS09 [JHEP 04, 065 (2009)], combined with a final-state breakup cross section, sigma_br, and compared to lower energy p+A results. We also compare the results to the PHENIX J/psi results [Phys. Rev. Lett. 107, 142301 (2011)]. The rapidity dependence of the observed Upsilon suppression is consistent with lower energy p+A measurements.