  We report the results of an extensive search in the AGILE data for a
gamma-ray counterpart of the LIGO gravitational wave event GW150914. Currently
in spinning mode, AGILE has the potential of covering with its gamma-ray
instrument 80 % of the sky more than 100 times a day. It turns out that AGILE
came within a minute from the event time of observing the accessible GW150914
localization region. Interestingly, the gamma-ray detector exposed about 65 %
of this region during the 100 s time intervals centered at -100 s and +300 s
from the event time. We determine a 2-sigma flux upper limit in the band 50 MeV
- 10 GeV, $UL = 1.9 \times 10^{-8} \rm \, erg \, cm^{-2} \, s^{-1}$ obtained
about 300 s after the event. The timing of this measurement is the fastest ever
obtained for GW150914, and significantly constrains the electromagnetic
emission of a possible high-energy counterpart. We also carried out a search
for a gamma-ray precursor and delayed emission over timescales ranging from
minutes to days: in particular, we obtained an optimal exposure during the
interval -150 / -30 s. In all these observations, we do not detect a
significant signal associated with GW150914. We do not reveal the weak
transient source reported by Fermi-GBM 0.4 s after the event time. However,
even though a gamma-ray counterpart of the GW150914 event was not detected, the
prospects for future AGILE observations of gravitational wave sources are
decidedly promising.
