The U/n method is a well-established means of improving flux pinning and critical current performance in cuprate superconductors. The method involves the doping of the superconductor with 235U followed by irradiation with thermal neutrons to promote fission. The resultant columnar damage tracks produced by the energetic fission products pin flux vortices and improve critical current performance in magnetic fields. No such improvement could be observed when the U/n method was applied to the MgB2 superconductor. No fission tracks could be observed in TEM, even for samples that were irradiated at the highest fluence. Gamma-ray spectroscopy indicated that fission had occurred in the expected way. The likely resistance of MgB2 to the formation of fission tracks is highly relevant to attempts to improve flux pinning and superconducting performance in this material through the introduction of columnar defects.