We present the results of a search for gravitational lensing of the cosmic microwave background (CMB) in cross-correlation with the projected density of luminous red galaxies (LRGs). The CMB lensing reconstruction is performed using the first year of Wilkinson Microwave Anisotropy Probe (WMAP) data, and the galaxy maps are obtained using the Sloan Digital Sky Survey (SDSS) imaging data. We find no detection of lensing; our constraint on the galaxy bias derived from the galaxy-convergence cross-spectrum is $b_g=1.81\pm 1.92$ ($1\sigma$, statistical), as compared to the expected result of $b_g\sim 1.7$ for this sample. We discuss possible instrument-related systematic errors and show that the Galactic foregrounds are not important. We do not find any evidence for point source or thermal Sunyaev-Zel'dovich effect contamination.