Supersymmetry, if realized in Nature, predicts the existence of new particles, as chargino and neutralino, which might manifest themselves with peculiar signatures. Three leptons and large missing transverse energy in the event could signal their associated production. We report the latest results of the search performed by the CDF Collaboration in s**(1/2) = 1.96 GeV/c2 proton-antiproton collisions at Tevatron Run II.