The paper by Chazelle and Liu,
"Lower bounds for intersection searching and fractional cascading in higher dimension." 2001. (ACM link)
shows that for planar convex subdivisions, the answer is Yes, there is a computationally efficient method if you allow quadratic storage, but No if you insist on subquadratic storage:
Chazelle http://cs.smith.edu/~orourke/MathOverflow/ChazelleQuery.png
Your one hope is that, because a Voronoi diagram is a special convex subdivision, this result can be improved by exploiting its Voronoi-ness.