Dark matter could be composed of compact dark objects ( CDOs ) . A close binary of CDOs orbiting in the interior of solar system bodies can be a loud source of gravitational waves ( GWs ) for the LIGO and VIRGO detectors . We perform the first search ever for this type of signal and rule out close binaries , with separations of order 300 m , orbiting near the center of the Sun with GW frequencies ( twice the orbital frequency ) between 50 and 550 Hz and CDO masses above \approx 10 ^ { -9 } M _ { \odot } . This mass limit is eight orders of magnitude lower than the mass probed in a LIGO search at extra galactic distances .