We report a study of the modes D_CP K+- and D^*_CP K+- where D^(*) decays to CP eigenstates. The data sample used contains 275 x 10^6 BB events at the Upsilon(4S) resonance collected by the Belle detector at the KEKB energy-asymmetric e^+ e^- collider. The CP asymmetries obtained for D_CP K are: A_1 = 0.06 +- 0.14 (stat) +- 0.05 (sys), A_2 = -0.12 +- 0.14 (stat) +- 0.05 (sys) and for D^*_CP K : A_1^* = -0.20 +- 0.22 (stat) +- 0.04 (sys), A_2^* = 0.13 +- 0.30 (stat) +- 0.08 (sys).