We present a matched filter algorithm to detect transits of planets that orbit both components of close eclipsing binaries in CoRoT targets. The formation of binary systems surrounded by disks is one of the most common outcomes of stellar formation; their detection would therefore constitute an important discovery. In an eclipsing binary system, the binary-planet alignment gives raised transit probabilities and the special transit shapes from circumbinary planets provide a unique identifier for their planetary nature; the problems of false alarms are largely avoided. CoRoT data have unprecedented time coverage and photometric precision that make them especially suitable for the search of transits of planets across eclipsing binaries. No reliable detections of circumbinary planets have been reported yet, and their discovery would constitute a new class of planets.