Direct photons have been measured in √s_NN= 200 GeV d + Au collisions at midrapidity. A wide pT range is covered by measurements of nearly real virtual photons (1 < pT < 6 GeV/c) and real photons (5 < pT <16 GeV/c). The invariant yield of the direct photons in d + Au collisions over the scaled p + p cross section is consistent with unity. Theoretical calculations assuming standard cold-nuclear-matter effects describe the data well for the entire pT range. This indicates that the large enhancement of direct photons observed in Au + Au collisions for 1.0 < pT < 2.5 GeV/c is attributable to a source other than the initial-state nuclear effects.