We present direct upper limits on gravitational wave emission from the Crab pulsar using data from the first nine months of the fifth science run of the Laser Interferometer Gravitational-wave Observatory (LIGO). These limits are based on two searches. In the first we assume that the gravitational wave emission follows the observed radio timing, giving an upper limit on gravitational wave emission that beats indirect limits inferred from the spin-down and braking index of the pulsar and the energetics of the nebula. In the second we allow for a small mismatch between the gravitational and radio signal frequencies and interpret our results in the context of two possible gravitational wave emission mechanisms.