At least a dozen molecules with a formyl group (HCO) have been observed to date in the interstellar medium (ISM), suggesting that other such species exist and remain to be discovered. However, there is still a lack of high-resolution spectroscopic data for simple molecular species of this type that could provide a basis for their detection. Cyclopropanecarboxaldehyde, c-C3H5CHO, is a small molecule containing a formyl group and is therefore an interesting candidate for astrophysical detection. The rotational spectrum of cyclopropanecarboxaldehyde has been observed before, but its experimental rotational parameters are not precise enough to allow its detection in the millimetre-wave domain. We measured the rotational spectrum of cyclopropanecarboxaldehyde in the frequency ranges 31.5-50 GHz and 72-116.5 GHz using the GACELA (GAS CEll for Laboratory Astrophysics) broadband high-resolution rotational spectrometer constructed at the Yebes Observatory. The spectroscopic study was supported by high-level theoretical calculations which were used in the identification of the vibrational excited states of cyclopropanecarboxaldehyde. Our analysis of the rotational spectrum of cyclopropanecarboxaldehyde allowed us to obtain accurate rotational parameters for the ground state of both cis and trans isomers, which were used to derive sufficiently reliable predictions up to 300 GHz. In addition to the ground states, we identified 12 and 6 vibrationally excited states for the trans and cis isomers, respectively, including fundamental modes, multiple excitation quanta, and combination states. We find that the gas phase concentration of the trans isomer is almost 1.2 times larger than that of the cis one. These new experimental rotational parameters were employed to search for cyclopropanecarboxaldehyde in the warm molecular clouds Orion KL and Sgr B2(N) using the spectral surveys captured by ALMA (Orion) and IRAM 30 m (Sgr) at 1 mm and 3 mm, respectively.