Over ten years ago, Fermi observed an excess of GeV gamma rays from the Galactic Center whose origin is still under debate. One explanation for this excess involves annihilating dark matter; another requires an unresolved population of millisecond pulsars concentrated at the Galactic Center. In this work, we use the results from LIGO/Virgo's most recent all-sky search for quasimonochromatic, persistent gravitational-wave signals from neutron stars, to determine whether unresolved millisecond pulsars could actually explain this excess. First, we choose a luminosity function that determines the number of millisecond pulsars required to explain the observed excess. Then, we consider two models for deformations on millisecond pulsars to determine their ellipticity distributions, which are directly related to their gravitational-wave radiation. Lastly, based on null results from the Frequency-Hough all-sky search for continuous gravitational waves, we find that a large set of the parameter space in the pulsar luminosity function can be excluded. We also evaluate how these exclusion regions may change with respect to various model choices. Our results are the first of their kind and represent a bridge between gamma-ray astrophysics, gravitational-wave astronomy, and dark-matter physics.