Context. Exoplanets with masses between Earth and Neptune are amongst the most commonly observed, yet their properties are poorly constrained. Their transmission spectra are often featureless, which indicate either high-altitude clouds or a high atmospheric metallicity. The archetypical warm Neptune GJ 436 b is such a planet showing a flat transmission spectrum in observations with the Hubble Space Telescope (HST). Aims. Ground-based high-resolution spectroscopy (HRS) effectively probes exoplanet atmospheres at higher altitudes and can therefore be more sensitive to absorption coming from above potential cloud decks. In this paper we aim to investigate this for the exoplanet GJ 436b. Methods. We present new CRIRES+ HRS transit data of GJ 436 b. Three transits were observed, but since two were during bad weather conditions, only one transit was analyzed. The radiative transfer code petitRADTRANS was used to create atmospheric models for cross-correlation and signal-injection purposes, including absorption from H2O, CH4, and CO. Results. No transmission signals were detected, but atmospheric constraints can be derived. Injection of artificial transmission signals indicate that if GJ 436 b would have a cloud deck at pressures P > 10 mbar and a <300× solar metallicity, these CRIRES+ observations should have resulted in a detection. Conclusions. We estimate that the constraints presented here from one ground-based HRS transit are slightly better than those obtained with four HST transits. Combining HRS data from multiple transits is an interesting avenue for future studies of exoplanets with high-altitude clouds.