The problem of the motion, in the free molecular flow of particles, of a rigid body with a fixed point bounded by the surface of an ellipsoid of revolution is considered. This problem is similar in many aspects to the classical problem of the motion of a heavy rigid body about a fixed point. In particular, this problem possesses the integrable cases corresponding to the classical Euler – Poinsot, Lagrange and Hess cases of integrability of the equations of motion of a heavy rigid body with a fixed point. A natural question arises about the existence of analogues of other integrable cases that exist in the problem of motion of a heavy rigid body with a fixed point (Kovalevskaya case, Goryachev –Chaplygin case, etc) for the system considered. Using the standard Euler angles as generalized coordinates, the Hamiltonian function of the system is derived. Equations of motion of the body in the flow of particles are presented in Hamiltonian form. Using the theorem on the Liouville-type nonintegrability of Hamiltonian systems near elliptic equilibrium positions, which has been proved by V. V.Kozlov, necessary conditions for the existence in the problem under consideration of an additional analytic first integral independent of the energy integral are presented. We have proved that the necessary conditions obtained are not fulfilled for a rigid body with a mass distribution corresponding to the classical Kovalevskaya integrable case in the problem of the motion of a heavy rigid body with a fixed point. Thus, we can conclude that this system does not possess an integrable case similar to the Kovalevskaya integrable case in the problem of the motion of a heavy rigid body with a fixed point.