A search for the lightest neutral CP-even and the neutral CP-odd Higgs bosons of the Minimal Supersymmetric Standard Model is performed using 216.6 pb$^{-1}$ of data collected with the L3 detector at LEP at centre-of-mass energies between 203 and 209 GeV. No signal is observed. Including our results from lower centre-of-mass energies lower mass limits for the Higgs bosons are given as a function of $\tan\beta$ for several scenarios. The mass limits for $\tan\beta$ greater than $0.7$ are $m_h > 84.5~{\rm GeV}$ and $m_A > 86.3~{\rm GeV}$ at 95\% confidence level.