We present direct upper limits on continuous gravitational wave emission from the Vela pulsar using data from the Virgo detector ’ s second science run . These upper limits have been obtained using three independent methods that assume the gravitational wave emission follows the radio timing . Two of the methods produce frequentist upper limits for an assumed known orientation of the star ’ s spin axis and value of the wave polarization angle of , respectively , 1.9 \times 10 ^ { -24 } and 2.2 \times 10 ^ { -24 } , with 95 % confidence . The third method , under the same hypothesis , produces a Bayesian upper limit of 2.1 \times 10 ^ { -24 } , with 95 % degree of belief . These limits are below the indirect spin-down limit of 3.3 \times 10 ^ { -24 } for the Vela pulsar , defined by the energy loss rate inferred from observed decrease in Vela ’ s spin frequency , and correspond to a limit on the star ellipticity of \sim 10 ^ { -3 } . Slightly less stringent results , but still well below the spin-down limit , are obtained assuming the star ’ s spin axis inclination and the wave polarization angles are unknown .