We calculate the gravitational wave background produced from density perturbations in an early matter domination era where primordial black holes form. The formation of black holes requires perturbations out of the linear regime. Space with such perturbations reach a maximum expansion before it collapses asymmetrically forming a Zeldovich pancake which depending on the parameters can either lead to a black hole or a virialized halo. In both cases and due to the asymmetry of the collapsing matter, a quadrupole moment generates gravitational waves which leave an imprint in the form of a stochastic background that can be detectable by near future gravitational interferometers.