We study the gravitational wave emission from the first stars, which are assumed to be very massive objects (VMOs). We take into account various feedback (both radiative and stellar) effects regulating the collapse of objects in the early Universe and thus derive the VMO initial mass function and formation rate. If the final fate of VMOs is to collapse, leaving very massive black hole remnants, then the gravitational waves emitted during each collapse would be seen as a stochastic background. The predicted spectral strain amplitude in a critical density cold dark matter (CDM) universe peaks in the frequency range ν≈5×10−4–5×10−3 Hz, where it has a value in the range ≈10−20–10−19 Hz−1/2, and might be detected by the Laser Interferometer Space Antenna (LISA). The expected emission rate is roughly 4000 event yr−1, resulting in a stationary discrete sequence of bursts, i.e. a shot-noise signal.