We searched for evidence of a Higgsstrahlung process in a secluded sector, leading to a final state with a dark photon U and a dark Higgs boson h, with the KLOE detector at DAFNE. We investigated the case of h lighter than U, with U decaying into a muon pair and h producing a missing energy signature. We found no evidence of the process and set upper limits to its parameters in the range 2m_mu<m_U<1000 MeV, m_h<m_U.