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- and 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.