  Millilensing of Gamma-Ray Bursts (GRBs) is expected to manifest as multiple
emission episodes in a single triggered GRB with similar light-curve patterns
and similar spectrum properties. Identifying such lensed GRBs could help
improve constraints on the abundance of compact dark matter. Here we present a
systemic search for millilensing among 3000 GRBs observed by the \textit{Fermi}
GBM up to 2021 April. Eventually we find 4 interesting candidates by performing
auto-correlation test, hardness test, and time-integrated/resolved spectrum
test to the whole sample. GRB 081126A and GRB 090717A are ranked as the first
class candidate based on their excellent performance both in temporal and
spectrum analysis. GRB 081122A and GRB 110517B are ranked as the second class
candidates (suspected candidates), mainly because their two emission episodes
show clear deviations in part of the time-resolved spectrum or in the
time-integrated spectrum. Considering a point mass model for the gravitational
lens, our results suggest that the density parameter of lens objects with mass
$M_{\rm L}\sim10^{6} M_{\odot}$ is larger than $1.5\times10^{-3}$.
