Planet formation is one explanation for the partial clearing of dust observed in the disks of some T Tauri stars. Indeed studies using state-of-the-art high angular resolution techniques have very recently begun to observe planetary companions in these so-called transitional disks. The goal of this work is to use spectra of the transitional disk object LkCa 15 obtained with X-Shooter on the Very Large Telescope to investigate the possibility of using spectro-astrometry to detect planetary companions to T Tauri stars. It is argued that an accreting planet should contribute to the total emission of accretion tracers such as H$alpha$ and therefore planetary companions could be detected with spectro-astrometry in the same way as it has been used to detect stellar companions to young stars. A probable planetary-mass companion was recently detected in the disk of LkCa 15. Therefore, it is an ideal target for this pilot study. We studied several key accretion lines in the wavelength range 300 nm to 2.2 $mu$m with spectro-astrometry. While no spectro-astrometric signal is measured for any emission lines the accuracy achieved in the technique is used to place an upper limit on the contribution of the planet to the flux of the H$alpha$, Pa$gamma$, and Pa$beta$ lines. The derived upper limits on the flux allows an upper limit of the mass accretion rate, log($dot{M}_{acc}$) = -8.9 to -9.3 for the mass of the companion between 6 M$_{Jup}$ and 15 M$_{Jup}$, respectively, to be estimated (with some assumptions).