Using psi(2S) --> pi(+)pi(-) J/psi events in a sample of 14.0 x 10(6) psi(2S) decays collected with the BES-II detector, a search for the decay of the J/psi to invisible final states is performed. No signal is found, and an upper limit at the 90% confidence level is determined to be 1.2 x 10(-2) for the ratio B(J/psi --> invisible)/B(J/psi-->mu(+)mu(-)). This is the first search for J/psi decays to invisible final states.