The impact of rapid rotation on stellar evolution theory remains poorly understood as of today. Vega is a special object in this context as spectroscopic and interferometric studies have shown that it is a rapid rotator seen nearly pole one, a rare orientation particularly interesting for seismic studies. In this paper we present a first systematic search for pulsations in Vega. The goal of the present work is to detect for the first time pulsations in a rapidly rotating star seen nearly pole-on. Vega was monitored in quasi-continuous high-resolution echelle spectroscopy. A total of 4478 spectra were obtained within 3 individual runs in 2008, 2009 and 2010 at high resolution. This data set should represent the most extensive high S/N, high resolution quasi-continuous survey obtained on Vega as of today. Equivalent photospheric absorption profiles were calculated for the stellar spectrum, but also for the telluric lines acting as a radial velocity reference. Residual velocities were analysed and periodic low amplitude variations, potentially indicative of stellar pulsations, detected. All three data sets revealed the presence of residual periodic variations: 5.32 and 9.19 c/d, (A approx 6 m/s) in 2008, 12.71 and 13.25 c/d, (A approx 8 m/s) in 2009 and 5.42 and 10.82 c/d, (A approx 3-4 m/s) in 2010. A Lomb-Scargle periodogram of each velocity bin of the equivalent profile was performed for the 2010 run, not showing the presence of any higher order nrp mode. It is too early to conclude that the variations are due to stellar pulsations, and a confirmation of the detection with a highly stable spectrograph is a necessary next step. If pulsations are confirmed, their very small amplitudes show that the star would belong to a category of very "quiet" pulsators.