We present a measurement of the double longitudinal spin asymmetry in inclusive pi(0) production in polarized proton-proton collisions at roots=200 GeV. The data were taken at the Relativistic Heavy Ion Collider with average beam polarizations of 0.27. The measurements are the first in a program to study the longitudinal spin structure of the proton, using strongly interacting probes, at collider energies. The asymmetry is presented for transverse momenta 1-5 GeV/c at midrapidity, where next-to-leading-order perturbative quantum chromodynamic (NLO pQCD) calculations well describe the unpolarized cross section. The observed asymmetry is small and is compared to a NLO pQCD calculation with a range of polarized gluon distributions.