We present optical polarimetry in the period of 2017 May-August of the enigmatic 'dipping' star KIC 8462852. During that period, three ∼1 per cent photometric dips were reported by other observers. We measured the average absolute polarization of the source, and find no excess or unusual polarization compared to a nearby comparison star. We place tight upper limits on any change in the degree of polarization of the source between epochs in-dip and out-of-dip of <0.1 per cent (8500 Å) and <0.2 per cent (7050 Å and 5300 Å). How our limits are interpreted depends on the specific model being considered. If the whole stellar disc were covered by material with an optical depth of ∼0.01, then the fractional polarization introduced by this material must be less than 10-20 per cent. While our non-detection does not constrain the comet scenario, it predicts that even modest amounts of dust that have properties similar to Solar system comets may be detectable. We note that the sensitivity of our method scales with the depth of the dip. Should a future ∼20 per cent photometric dip be observed (as was previously detected by Kepler), our method would constrain any induced polarization associated with any occulting material to 0.5-1.0 per cent.