A search for time-integrated CP violation in the Cabibbo-suppressed decay $D^0\to\pi^-\pi^+\pi^0$ is performed using for the first time an unbinned model-independent technique known as the energy test. Using proton-proton collision data, corresponding to an integrated luminosity of 2.0 fb$^{-1}$ collected by the LHCb detector at a centre-of-mass energy of $\sqrt{s}$ = 8 TeV, the world's best sensitivity to CP violation in this decay is obtained. The data are found to be consistent with the hypothesis of CP symmetry with a p-value of (2.6 +/- 0.5)%.