A first result of the search for \numu $\rightarrow$ \nue oscillations in the OPERA experiment, located at the Gran Sasso Underground Laboratory, is presented. The experiment looked for the appearance of \nue in the CNGS neutrino beam using the data collected in 2008 and 2009. Data are compatible with the non-oscillation hypothesis in the three-flavour mixing model. A further analysis of the same data constrains the non-standard oscillation parameters $\theta_{new}$ and $\Delta m^2_{new}$ suggested by the LSND and MiniBooNE experiments. For large $\Delta m^{2}_{new}$ values ($>$0.1 eV$^{2}$), the OPERA 90% C.L. upper limit on sin$^{2}(2\theta_{new})$ based on a Bayesian statistical method reaches the value $7.2 \times 10^{-3}$.