A first result of the search for ν µ → ν e oscillations in the OPERA experiment, located at the Gran Sasso Underground Laboratory, is presented. The experiment looked for the appearance of ν e in the CNGS neutrino beam using the data collected in 2008 and 2009. Data are compatible with the non-oscillation hypothesis in the three-flavour mixing model. A further analysis of the same data constrains the non-standard oscillation parameters θ new and ∆m 2 new suggested by the LSND and MiniBooNE experiments. For large ∆m 2 new values (>0.1 eV 2 ), the OPERA 90% C.L. upper limit on sin 2 (2θ new ) based on a Bayesian statistical method reaches the value 7.2 × 10 −3 .