  Using a sample of $2.25\times 10^8$ $J/\psi$ events collected with the BESIII
detector at the BEPCII collider, we search for the $J/\psi$ semi-leptonic weak
decay $J/\psi \to D^{-}_{s} e^{+}\nu_{e}+c.c.$ with a much higher sensitivity
than previous searches. We also perform the first search for $J/\psi \to
D^{*-}_{s} e^{+}\nu_{e}+c.c.$ No significant excess of a signal above
background is observed in either channel. At the $90\%$ confidence level, the
upper limits are determined to be $\mathcal{B}(J/\psi \to
D^{-}_{s}e^{+}\nu_{e}+c.c.)<1.3\times10^{-6}$ and $\mathcal{B}(J/\psi \to
{D^{*}_{s}}^{-}e^{+}\nu_{e}+c.c.)<1.8\times10^{-6}$, respectively. Both are
consistent with Standard Model predictions.
