Pentaquark states have been extensively investigated theoretically in the context of the constituent quark model. In this paper results of an experimental search for pentaquarks in the Ξ-π-, Ξ-π+, Ξ+ π- A nd Ξ+ π+ invariant mass spectra in proton-proton interactions at s=17.3 GeV are presented. Previous possible evidence from the NA49 collaboration of the existence of a narrow Ξ-π-baryon resonance in p+p interactions is not confirmed with almost 10 times greater event statistics. The search was performed using the NA61/SHINE detector which reuses the main components of the NA49 apparatus. No signal was observed with either the selection cuts of NA49 or newly optimized cuts.