We monitored the planet-bearing solar-type star HD 209458 for sodium absorption in the region of the stellar Na I D1 line that would be indicative of cometary activity in the system. We observed the star using the Hobby-Eberly Telescope High Resolution Spectrograph with a high signal-to-noise ratio (S/N) and high spectral resolution for six nights over the course of 2 years, from 2001 July to 2003 July. From modeling we determine a 20% likelihood of a detection, based on a predicted number of comets similar to that of the solar system. We find that our analytical method is able to recover a signal and that our S/N is sufficient to detect this feature in the spectral regions on either side of the core of the D1 line, where it is most likely to appear. No significant absorption was detected for any of the nights based on a 3 σ detection limit. We derive upper limits on the column density of sodium of 6 × 10⁹ cm^-2 for a signal in the region around the line core and 2 × 10¹⁰ cm^-2 for a signal in the core of the photospheric D1 line. These numbers are consistent with the sodium released in a single periodic comet in our own system, although a higher S/N may be necessary to uncover a signal in the core of the D1 line. Implications for cometary activity in the HD 209458 system are discussed.