To date more than 3500 exoplanets have been discovered orbiting a large variety of stars. Due to the sensitivity limits of the currently used detection techniques, these planets populate zones restricted either to the solar neighbourhood or towards the Galactic bulge. This selection problem prevents us from unveiling the true Galactic planetary population and is not set to change for the next two decades. Here we present a new detection method that overcomes this issue and that will allow us to detect gas giant exoplanets using gravitational wave astronomy. We show that the Laser Interferometer Space Antenna (LISA) mission can characterise hundreds of new circumbinary exoplanets orbiting white dwarf binaries everywhere in our Galaxy - a population of exoplanets so far completely unprobed - as well as detecting extragalactic bound exoplanets in the Magellanic Clouds. Such a method is not limited by stellar activity and, in extremely favourable cases, will allow LISA to detect super-Earths down to 10 Earth masses.