We present the results of a search for gravitational waves ( GWs ) from individual sources using high cadence observations of PSR B1937+21 . The data were acquired from an intensive observation campaign with the Lovell telescope at Jodrell Bank , between June 2011 and May 2013 . The almost daily cadence achieved , allowed us to be sensitive to GWs with frequencies up to 4.98 \times 10 ^ { -6 } Hz , extending the upper bound of the typical frequency range probed by Pulsar Timing Arrays . We used observations taken at three different radio frequencies with the Westerbork Synthesis Radio Telescope in order to correct for dispersion measure effects and scattering variances . The corrected timing residuals exhibited an unmodeled periodic noise with an amplitude ~ { } 150 ns and a frequency of 3.4 yr ^ { -1 } . As the signal is not present in the entire data set , we attributed it to the rotational behaviour of the pulsar , ruling out the possibilities of being either due to a GW or an asteroid as the cause . After removing this noise component , we placed limits on the GW strain of individual sources equaling to h _ { s } = 1.53 \times 10 ^ { -11 } and h _ { s } = 4.99 \times 10 ^ { -14 } at 10 ^ { -7 } Hz for random and optimal sources locations respectively .