We report an early result from the ICARUS experiment on the search for nu_mu to nu_e signal due to the LSND anomaly. The search was performed with the ICARUS T600 detector located at the Gran Sasso Laboratory, receiving CNGS neutrinos from CERN at an average energy of about 20 GeV, after a flight path of about 730 km. The LSND anomaly would manifest as an excess of nu_e events, characterized by a fast energy oscillation averaging approximately to sin^2(1.27 Dm^2_new L/ E_nu) = 1/2. The present analysis is based on 1091 neutrino events, which are about 50% of the ICARUS data collected in 2010-2011. Two clear nu_e events have been found, compared with the expectation of 3.7 +/- 0.6 events from conventional sources. Within the range of our observations, this result is compatible with the absence of a LSND anomaly. At 90% and 99% confidence levels the limits of 3.4 and 7.3 events corresponding to oscillation probabilities of 5.4 10^-3 and 1.1 10^-2 are set respectively. The result strongly limits the window of open options for the LSND anomaly to a narrow region around (Dm^2, sin^2(2 theta))_new = (0.5 eV^2, 0.005), where there is an overall agreement (90% CL) between the present ICARUS limit, the published limits of KARMEN and the published positive signals of LSND and MiniBooNE Collaborations.
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