Based on the high sensitivity of Compton scattering off ultra relativistic electrons, the possibility of anisotropies in the speed of light is investigated. The result discussed in this contribution is based on the gamma-ray beam of the ESRFs GRAAL facility (Grenoble, France) and the search for sidereal variations in the energy of the Compton-edge photons. The absence of oscillations yields the two-sided limit of 1.6 x 10^{-14} at 95 % confidence level on a combination of photon and electron coefficients of the minimal Standard Model Extension (mSME). This new constraint provides an improvement over previous bounds by one order of magnitude.