The origin of non-baryonic Dark Matter remains elusive despite ongoing sensitive searches for heavy, thermally produced dark matter particles. Recently, it has been shown, that non-thermally produced vector bosons (sometimes called hidden photons) related to a broken U(1) gauge symmetry are among the possible WISP (weakly interacting slim particles) dark matter candidates. The WISP Dark Matter eXperiment (WISPDMX) is the first direct hidden photon dark matter search experiment probing the particle masses within the 0.8–2.07 μeV range with four resonant modes of a tunable radio frequency cavity and down to 0.4 neV outside of resonance. In this paper, we present the results from the first science run of WISPDMX comprising 22 000 broadband spectra with a 500 MHz bandwidth and a 50 Hz spectral resolution, obtained during 10-second integrations made at each individual tuning step of the measurements. No plausible dark matter candidate signal is found, both in the individual spectra reaching minimum detectable power of 8× 10−19 W and in the averaged spectrum of all the measurements with the minimum detectable power of 5× 10−22 W) attained for a total of 61 h of data taking. Using these spectra, we derive upper limits on the coupling constant of the hidden photon at the levels of 10−13 for the resonant frequency ranges and 10−12 for broadband mass range 0.2–2.07 μeV, and steadily increasing at masses below 0.2 μeV.