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The first measurement of the dijet transverse momentum balance x(j) in proton-lead (pPb) collisions at a nucleon-nucleon center-of-mass energy of root s(NN) = 8.16 TeV is presented. The x(j) observable, defined as the ratio of the subleading over leading jet transverse momentum in a dijet pair, is used to search for jet quenching effects. The data, corresponding to an integrated luminosity of 174.6 nb(-1), were collected with the CMS detector in 2016. The x(j) distributions and their average values are studied as functions of the charged-particle multiplicity of the events and for various dijet rapidity selections. The latter enables probing hard scattering of partons carrying distinct nucleon momentum fractions x in the proton- and lead-going directions. The former, aided by the high-multiplicity triggers, allows probing for potential jet quenching effects in high-multiplicity events (with up to 400 charged particles), for which collective phenomena consistent with quark-gluon plasma (QGP) droplet formation were previously observed. The ratios of x(j) distributions for high- to low-multiplicity events are used to quantify the possible medium effects. These ratios are consistent with simulations of the hard-scattering process that do not include QGP production. These measurements set an upper limit on medium-induced energy loss of the subleading jet of 1.26% of its transverse momentum at the 90% confidence level in high multiplicity pPb events.