OB stars are known to exhibit various types of spectral variability, especially in their ultraviolet resonance lines. Discrete absorption components (DAC), localized blueward-migrating UV absorption features, seem to be ubiquitous amongst these stars. These systematic cyclical features have been associated to large-scale azimuthal structures extending from the base of the wind to its outer regions: corotating interaction regions (CIR). Historically, there have been two main competing hypotheses as to what physical processes may perturb the star's surface and locally drive a faster outflow, ultimately generating CIRs, namely magnetic fields and non-radial pulsations (NRP). As part of a systematic study of the origin of the cyclical wind variability in OB stars, here we evaluate the possible relation between large-scale, dipolar magnetic fields and the CIR phenomenon. We report the results of our search for weak magnetic fields in a sample of 14 stars exhibiting well-documented DAC behaviour. Using high-resolution spectropolarimetric data, we find no evidence of magnetic fields capable of significant chanelling of the stellar winds of any of these stars (i.e. wind confinement parameter \eta_{*} above unity). It thus appears that dipolar fields are not likely to be responsible for these structures in massive star winds, meaning that some other, as of yet unknown, mechanism must come into play.