(Pre-)transitional disks show gaps and cavities that can be related with on-going planet formation. According to theory, young embedded planets can accrete material from the circumplanetary and circumstellar disks, so that they could be detected in accretion tracers, like the H\(_{\alpha}\) emission line. In this work, we present spectral angular differential imaging AO-assisted observations of five (pre-)transitional disks obtained with SPHERE/ZIMPOL at the Very Large Telescope (VLT). They were obtained in the H\(_{\alpha}\) line and the adjacent continuum. We have combined spectral and angular differential imaging techniques to increase the contrast in the innermost regions close to the star, and search for the signature of young accreting protoplanets. As a result, the reduced images do not show any clear H\(_{\alpha}\) point source around any of the targets. We report faint H\(_{\alpha}\) emissions around TW Hya and HD163296: while the former is most probably an artifact related with a spike, the nature of the latter remains unclear. The spectral and angular differential images yield contrasts of 6--8 magnitudes at separations of \(\sim\) 100 mas from the central stars, except in the case of LkCa15, with values of \(\sim\)3 mag. We have estimated upper limits to the accretion luminosity of potential protoplanets, obtaining that planetary models provide an average value of \(L_{\rm acc} \sim 10^{-4}\) \(L_{\odot}\) at 200 mas, which is \(\sim\)2 orders of magnitude higher than the \(L_{\rm acc}\) estimated from the extrapolation of the \(L_{H_{\alpha}}\) - \(L_{acc}\) stellar relationship. We explain the lack of protoplanet detections as a combination of different factors, like e.g. episodic accretion, extinction from the circumstellar and circumplanetray disks, and/or a majority of low-mass, low-accreting planets.