We use multi-frequency information in first year WMAP data to search for the Sunyaev-Zeldovich ( SZ ) effect . WMAP has sufficiently broad frequency coverage to constrain SZ without the addition of higher frequency data : the SZ power spectrum amplitude is expected to increase 50 % from W to Q frequency band . This , in combination with the low noise in WMAP , allows us to strongly constrain the SZ contribution . We derive an optimal frequency combination of WMAP cross-spectra to extract SZ in the presence of noise , CMB , and radio point sources , which are marginalized over . We find that the SZ contribution is less than 2 % ( 95 % c.l . ) at the first acoustic peak in W band . Under the assumption that the removed radio point sources are not correlated with SZ this limit implies \sigma _ { 8 } < 1.07 at 95 % c.l . We investigate the effect on the cosmological parameters of allowing an SZ component . We run Monte Carlo Markov Chains with and without an SZ component and find that the addition of SZ does not affect any of the cosmological conclusions . We conclude that SZ does not contaminate the WMAP CMB or change cosmological parameters , refuting the recent claims that they may be corrupted .