We report initial results of a deep search for an optical counterpart to the gravitational wave event GW150914, the first trigger from the Advanced LIGO gravitational wave detectors. We used the Dark Energy Camera (DECam) to image a 102 deg 2 area, corresponding to 38% of the initial trigger high-probability sky region and to 11% of the revised high-probability region. We observed in i and z bands at 4-5, 7, and 24 days after the trigger. The median 5σ point-source limiting magnitudes of our search images are i=22…