We present a lattice NRQCD study of the B meson decay constant in the quenched approximation with emphasis given to the scaling behavior. The NRQCD action and the heavy-light axial vector current we use include all terms of order 1/M and the perturbative O(αsa) and O(αs/M) corrections. Using simulations at three values of couplings β=5.7, 5.9, and 6.1 on lattices of sizes 123×32, 163×48, and 243×64, we find a significant a dependence disappears in fB if the O(αsa) correction is included in the axial vector current. We observe that β=5.9-6.1 is the window where systematic errors are expected to be minimum within one-loop improved theory. Our final results are fB=170(5)(15) MeV, fBs=191(4)(17)(-0+4) MeV, and fBs/fB=1.12(2)(1)(-0+3), where the first error is statistical, the second is systematic, and the third is due to the uncertainty of the strange quark mass, while quenching errors are not included.