We present preliminary results of the first and on-going radial velocity survey for circumbinary planets. With a novel radial velocity technique employing an iodine absorption cell, we achieve an unprecedented radial velocity (RV) precision of up to 2 m s −1 for double-lined binary stars. The high-resolution spectra collected with the Keck I/Hires, TNG/Sarg, and Shane/CAT/Hamspec telescopes/spectrographs over the years 2003-2008 allow us to derive RVs and compute planet detection limits for 10 double-lined binary stars. For this initial sample of targets, we can rule out planets on dynamically stable orbits with masses as small as ∼0.3 to 3 M Jup for the orbital periods of up to ∼5.3 years. Even though the presented sample of stars is too small to make any strong conclusions, it is clear that the search for circumbinary planets is now technique-wise possible and eventually will provide new constraints for the planet formation theories.