Aims. We report on a search for continuous gravitational wave emission from three recycled radio pulsars, performed by using the data of the resonant detector AURIGA. Given the spin rate of the selected targets -the isolated pulsar PSR J1939+2134 and the binary pulsars PSR J0024-7204J and PSR J0218+4232 -the expected frequency of the emitted gravitational waves falls in the high sensitivity range of the detector. Methods. The main topic is the method, meaning that the statistical analysis is performed by implementing a slightly modified version of the Feldman and Cousins Unified Approach. Results. By using ephemerides provided by suitable radio observations of the targets, we were able to demodulate the Doppler shifts within a coherence time of 1 day, and then incoherently sum 10 daily spectra collected from December 8th to December 17th, 2006. We have found upper limits on the gravitational wave amplitudes in the order of a few units of 10 −23 at 90% Confidence Level (C.L.), which translate to limits in the ellipticity of the targeted pulsars of ε < 10 −4 at 90% C.L. Conclusions. The same framework can then be applied to data coming from most sensitive experiments as VIRGO or LIGO; moreover, an application to recently discovered transients in X-ray pulsars is discussed.