We have searched for Theta+(1540) and Xi(--)(1862) pentaquark candidates in proton-induced reactions on C, Ti, and W targets at midrapidity and square root of s = 41.6 GeV. In 2 x 10(8) inelastic events we find no evidence for narrow (sigma approximately 5 MeV) signals in the Theta+ --> pK0(S) and Xi(--) --> Xi- pi- channels; our 95% C.L. upper limits (UL) for the inclusive production cross section times branching fraction B dsigma/dy/(y approximately 0) are (4-16) mub/N for a Theta+ mass between 1521 and 1555 MeV, and 2.5 mub/N for the Xi(--). The UL of the yield ratio of Theta+/Lambda(1520) < (3-12)% is significantly lower than model predictions. Our UL of B Xi(--)/Xi(1530)0 < 4% is at variance with the results that have provided the first evidence for the Xi(--).