Radio interferometers aiming to measure the power spectrum of the redshifted 21 cm line during the Epoch of Reionisation (EoR) need to achieve an unprecedented dynamic range to separate the weak signal from overwhelming foreground emissions. Calibration inaccuracies can compromise the sensitivity of these measurements to the effect that a detection of the EoR is precluded. An alternative to standard analysis techniques makes use of the closure phase, which allows one to bypass antenna-based direction-independent calibration. Similarly to standard approaches, we use a delay spectrum technique to search for the EoR signal. Using 94 nights of data observed with Phase I of the Hydrogen Epoch of Reionization Array (HERA), we place approximate constraints on the 21 cm power spectrum at z=7.7. We find at 95% confidence that the 21 cm EoR brightness temperature is ≤(372)² "pseudo" mK² at 1.14 "pseudo" h Mpc¯¹, where the "pseudo" emphasises that these limits are to be interpreted as approximations to the actual distance scales and brightness temperatures. Using a fiducial EoR model, we demonstrate the feasibility of detecting the EoR with the full array. Compared to standard methods, the closure phase processing is relatively simple, thereby providing an important independent check on results derived using visibility intensities, or related.