We present a search for neutral supersymmetric Higgs bosons decaying to tau pairs produced in p-pbar collisions at sqrt(s) = 1.96 TeV. The data, corresponding to 310 pb^(-1) integrated luminosity, were collected with the CDF II detector at the Tevatron collider at Fermilab. No significant excess above the standard model backgrounds is observed. We set exclusion limits on the production cross section times branching fraction to tau pairs for Higgs masses in the range from 90 to 250 GeV/c^2.