Binary systems containing a compact object may exhibit periodic brightening episodes due to gravitational lensing as the compact object transits the companion star. Such “self-lensing” signatures have been detected before for white dwarf binaries. We attempt to use these signatures to identify detached stellar-mass neutron star and black hole binaries using data from the Zwicky Transient Facility (ZTF). We present a systematic search for self-lensing signals in Galactic binaries from a subset of high-cadence ZTF data taken in 2018. We identify 12 plausible candidates from the search, although because each candidate is observed to only brighten once, other origins such as stellar flares are more likely. We discuss prospects for more comprehensive future searches of the ZTF data.