The existence of a new force beyond the Standard Model is compelling because it could explain several striking astrophysical observations which fail standard interpretations. We searched for the light vector mediator of this dark force, the $mathrm{U}$ boson, with the KLOE detector at the DA$Phi$NE $mathrm{e}^{+}mathrm{e}^{-}$ collider. Using an integrated luminosity of 1.54 fb$^{-1}$, we studied the process $mathrm{e}^{+}mathrm{e}^{-} to mathrm{U}gamma$, with $mathrm{U} to mathrm{e}^{+}mathrm{e}^{-}$, using radiative-return to search for a resonant peak in the dielectron invariant-mass distribution. We did not find evidence for a signal, and set a 90%~CL upper limit on the mixing strength between the Standard Model photon and the dark photon, $varepsilon^2$, at $10^{-6}$--$10^{-4}$ in the 5--520~MeV/c$^2$ mass range.