We report the measurement of the direct CP asymmetry in the radiative (B) over bar -> Xs+d gamma decay using a data sample of (772 +/- 11) x 10(6) B (B) over bar pairs collected at the Upsilon(4S) resonance with the Belle detector at the KEKB asymmetric-energy e(+)e(-) collider. The CP asymmetry is measured as a function of the photon energy threshold. For E-gamma* >= 2.1 GeV, where E-gamma* is the photon energy in the center-of-mass frame, we obtain A(CP) ((B) over bar -> Xs+d gamma) = (2.2 +/- 3.9 +/- 0.9)%, consistent with the standard model prediction.