The ROSAT X-ray source 1RXS J141256.0+792204 has recently been identified as a likely compact object whose properties suggest it could be a very nearby radio millisecond pulsar at d = 80 - 260pc. We investigated this hypothesis by searching for radio pulsations using the Westerbork Synthesis Radio Telescope. We observed 1RXS J141256.0+792204 at 385 and 1380MHz, recording at high time and frequency resolution in order to maintain sensitivity to millisecond pulsations. These data were searched both for dispersed single pulses and using Fourier techniques sensitive to constant and orbitally modulated periodicities. No radio pulsations were detected in these observations, resulting in pulsed radio luminosity limits of L_400 ~ 0.3 (d/250pc)^2 mJy kpc^2 and L_1400 ~ 0.03 (d/250pc)^2 mJy kpc^2 at 400 and 1400MHz respectively. The lack of detectable radio pulsations from 1RXS J141256.0+792204 brings into question its identification as a nearby radio pulsar, though, because the pulsar could be beamed away from us, this hypothesis cannot be strictly ruled out.