The High-Altitude Water Cherenkov Observatory (HAWC) is a large field of view (~2 sr) continuously operating experiment sensitive to very-high energy (VHE) gamma rays (~0.3-100 TeV). These characteristics make it well suited for observing or constraining the VHE emission of rapid transients such as some gravitational waves progenitors. Of special interest are the events at low redshift where the attenuation due to the extragalactic background light is minimal. This is the case for binary neutron star mergers in the horizon of the LIGO and Virgo experiments, for which HAWC can either detect or place constraining limits on events occurring in our field of view. We report on our search for counterparts of the gravitational waves detected by LIGO and Virgo.