We report on a search for B0(s) --> mu+ mu- and B0(d) --> mu + mu- decays in pp collisions at square root(s) = 1.96 TeV using 364 pb(-1) of data collected by the CDF II detector at the Fermilab Tevatron Collider. After applying all selection requirements, we observe no candidates inside the B0(s) or B0(d) mass windows. The resulting upper limits on the branching fractions are B(B0(s) --> mu+ mu-) < 1.5 x 10(-7) and B(B0(d) --> mu+ mu-) < 3.9 x 10(-8) at 90% confidence level.