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A search for heavy neutral leptons (HNLs) with the CMS experiment in final states with tau leptons is set up and optimized. The targeted final states contain 3 prompt leptons, of which at least one is a hadronic tau. The analysed channels are eµτ , eττ and µττ. The search is performed using simulated event samples with HNL masses ranging from 100 GeV to 900 GeV and is the first search in this mass range. The signal is extracted from a combined fit to different kinematic observables in the various three-lepton final states. An optimization of the selection criteria is performed. An expected upper limit on the HNL-tau mixing coupling that range from 100 GeV to 750 GeV is obtained. The subsequent analysis with real data will probe this range of masses and coupling for the first time. Finally, a Machine Learning algorithm is used to discriminate signal and backgrounds. The ML algorithm helps to achieve more stringent limits for a range of HNL masses.