Pentaquark states have been extensively investigated theoretically in the context of the constituent quark model. In this paper experimental searches in the $Xi^{-}\pi^{-}$, $Xi^{-}\pi^{+}$, $Xi^{+}\pi^{-}$ and $Xi^{+}\pi^{+}$ invariant mass spectra in proton-proton interactions at $\sqrt{s}$=17.3 GeV are presented. Previous possible evidence from the NA49 collaboration of the existence of a narrow $Xi^{-}\pi^{-}$ baryon resonance in p+p interactions is not confirmed with almost 10 times greater event statistics. The search was performed using the NA61/SHINE detector which reuses the main components of the NA49 apparatus. No signal was observed with either the selection cuts of NA49 or a newly optimised set.