Planet formation theories predict a large but still undetected population of short-period terrestrial planets orbiting brown dwarfs. Should specimens of this population be discovered transiting relatively bright and nearby brown dwarfs, the Jupiter-size and the low luminosity of their hosts would make them exquisite targets for detailed atmospheric characterisation with JWST and future ground-based facilities. The eventual discovery and detailed study of a significant sample of transiting terrestrial planets orbiting nearby brown dwarfs could prove to be useful not only for comparative exoplanetology but also for astrobiology, by bringing us key information on the physical requirements and timescale for the emergence of life.In this context, we present a search for transit-signals in archival time-series photometry acquired by the Spitzer Space Telescope for a sample of 44 nearby brown dwarfs. While these 44 targets were not particularly selected for their brightness, the high precision of their Spitzer light curves allows us to reach sensitivities below Earth-sized planets for 75% of the sample and down to Europa-sized planets on the brighter targets. We could not identify any unambiguous planetary signal. Instead, we could compute the first limits on the presence of planets on close-in orbits. We find that within a 1.28 day orbit, the occurrence rate of planets with a radius between 0.75 and 3.25 R ⊕ is η < 67 ± 1%. For planets with radii between 0.75 and 1.25 R ⊕ , we place a 95% confident upper limit of η < 87±3%. If we assume an occurrence rate of η = 27% for these planets with radii between 0.75 and 1.25 R ⊕ , as the discoveries of the Kepler-42b and TRAPPIST-1b systems would suggest, we estimate that 175 brown dwarfs need to be monitored in order to guarantee (95%) at least one detection.