Direct CP violation in nonleptonic hyperon decays can be established by comparing the decays of hyperons and anti-hyperons. For Ξ decay to Λπ followed by Λ to pπr, the proton distribution in the rest frame of Lambda is governed by the product of the decay parameters αΞα Λ. The asymmetry AΞΛ, proportional to the difference of αΞαΛ of the hyperon and anti-hyperon decays, vanishes if CP is conserved. We report on an analysis of a fraction of 1997 and 1999 data collected by the HyperCP (E871) collaboration during the fixed-target runs at Fermilab. The preliminary measurement of the asymmetry is AΞΛ = [-7±12(stat)±6.2(sys)] × 10-4, an order of magnitude better than,the present limit.