We report the measurement of the direct CP asymmetry in the radiative B¯→X(s+dγ) decay using a data sample of (772 ± 11)×10(6) BB[over ¯] pairs collected at the ϒ(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 Eγ*≥2.1 GeV, where Eγ* is the photon energy in the center-of-mass frame, we obtain A(CP)(B¯→X(s+dγ))=(2.2±3.9±0.9)%, consistent with the standard model prediction.