A search for the doubly charmed baryon Ξ+ccΞcc+ is performed through its decay to the Λ+cK−π+Λc+K−π+ final state, using proton-proton collision data collected with the LHCb detector at centre-of-mass energies of 7, 8 and 13 TeV. The data correspond to a total integrated luminosity of 9 fb−1. No significant signal is observed in the mass range from 3.4 to 3.8 GeV/c2. Upper limits are set at 95% credibility level on the ratio of the Ξ+ccΞcc+ production cross-section times the branching fraction to that of Λ+cΛc+ and Ξ++ccΞcc++ baryons. The limits are determined as functions of the Ξ+ccΞcc+ mass for different lifetime hypotheses, in the rapidity range from 2.0 to 4.5 and the transverse momentum range from 4 to 15 GeV/c.