In the last two decades, thousands of extrasolar planets were discovered based on different observational techniques, and their number must increase substantially in virtue of the ongoing and near-future approved missions and facilities. It is shown that interesting signatures of binary systems from nearby exoplanets and their parent stars can also be obtained measuring the pattern of gravitational waves that will be made available by the new generation of detectors including the space-based LISA (Laser Interferometer Space Antenna) observatory. As an example, a subset of exoplanets with extremely short periods (less than 80 min) is discussed. All of them have gravitational luminosity, $L_{GW} sim 10^{30}$ $erg/s$, strain $h sim 10^{-22}$, frequencies $f_{gw} > 10^{-4}$Hz, and, as such, are within the standard sensitivity curve of LISA. Our analysis suggests that the emitted gravitational wave pattern may also provide an efficient tool to discover ultra short period exoplanets.