We propose to search for gravitational waves from PKS 2155-304 as well as other blazars. PKS 2155-304 emitted a long duration energetic flare in July 2006, with total isotropic equivalent energy released in TeV gamma rays of approximately $10^{45}$ ergs. Any possible gravitational wave signals associated with this outburst should be seen by gravitational wave detectors at the same time as the electromagnetic signal. During this flare, the two LIGO interferometers at Hanford and the GEO detector were in operation and collecting data. For this search we will use the data from multiple gravitational wave detectors. The method we use for this purpose is a coherent network analysis algorithm and is called {\tt RIDGE}. To estimate the sensitivity of the search, we perform numerical simulations. The sensitivity to estimated gravitational wave energy at the source is about $2.5 \times 10^{55}$ ergs for a detection probability of 20%. For this search, an end-to-end analysis pipeline has been developed, which takes into account the motion of the source across the sky.