WMAP observations at mm wavelengths are sensitive to the Sunyaev-Zeldovich effect in galaxy clusters. Among all the objects in the sky, the Virgo cluster is expected to provide the largest integrated signal. Based on models compatible with the X-ray emission observed in the ROSAT All Sky Survey, we predict a two-sigma detection of the SZ effect from Virgo in the WMAP 3-year data. Our analysis reveals a 3-sigma signal on scales of 5 degrees, although the frequency dependence deviates from the theoretical expectation for the SZ effect. The main sources of uncertainty are instrumental noise, and most importantly, possible contamination from point sources and diffuse back/foregrounds. In particular, a population of unresolved extragalactic sources in Virgo would explain the observed intensity and frequency dependence. In order to resolve this question one needs to wait for experiments like Planck to achieve the required accuracy.