We present a new search for the decay performed with the KLOE detector operating at the DANE –factory. The mesons were tagged via registration of mesons which crossed the drift chamber without decaying and interacted with the KLOE electromagnetic calorimeter. The decay was then searched requiring six prompt photons. To suppress background, originating from fake tags and decays with additional two spurious clusters, we have performed a discriminant analysis based on kinematical fit, testing of the signal and background hypotheses and exploiting of the differences in kinematics of the decays into and . In a sample of about 1.7 $\phi \to K_S K_L$ events we have found no candidates in data and simulated background samples. Normalizing to the number of events in the same sample, we have set the upper limit on the branching ratio BR( at 90% C.L., five times lower than the previous limit. This upper limit can be translated into a limit on the modulus of the parameter amounting to at 90% C.L., improving by a factor two the latest direct measurement.

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