We have searched for the rare hyperon radiative decay OMEGA- --> XI- gamma, using the Fermilab Proton Center 375 GeV/c charged hyperon beam. our measurement of the OMEGA- beam fraction at 13.6 m from production is (4.8 +/- 0.4)X 10(-5). No signal was found and we determine a new upper limit of 4.6 X 10(-4) at 90% C.L. for the OMEGA- --> XI- gamma branching ratio.