The search for gravitational waves is one of today's major scientific endeavors. A gravitational wave can interact with matter by exciting vibrations of elastic bodies. Earth itself is a large elastic body whose so-called normal-mode oscillations ring up when a gravitational wave passes. Therefore, precise measurement of vibration amplitudes can be used to search for the elusive gravitational-wave signals. Earth's free oscillations that can be observed after high-magnitude earthquakes have been studied extensively with gravimeters and low-frequency seismometers over many decades leading to invaluable insight into Earth's structure. Making use of our detailed understanding of Earth's normal modes, numerical models are employed for the first time to accurately calculate Earth's gravitational-wave response, and thereby turn a network of sensors that so far has served to improve our understanding of Earth, into an astrophysical observatory exploring our Universe. In this paper, we constrain the energy density of gravitational waves to values in the range 0.035--0.15 normalized by the critical energy density of the Universe at frequencies between 0.3 and 5 mHz, using ten years of data from the gravimeter network of the Global Geodynamics Project that continuously monitors Earth's oscillations. This work is the first step towards a systematic investigation of the sensitivity of gravimeter networks to gravitational waves. Further advances in gravimeter technology could improve sensitivity of these networks and possibly lead to gravitational-wave detection.