We present optical follow-up observation results of three binary black hole merger (BBH) events, GW190408_181802, GW190412, and GW190503_185404, which were detected by the Advanced LIGO and Virgo gravitational wave (GW) detectors. Electromagnetic (EM) counterparts are generally not expected for BBH merger events. However, some theoretical models suggest that EM counterparts of BBH can possibly arise in special environments, prompting motivation to search for EM counterparts for such events. We observed high-credibility regions of the sky for the three BBH merger events with telescopes of the Gravitational-wave EM Counterpart Korean Observatory (GECKO), including the KMTNet. Our observation started as soon as 100 minutes after the GW event alerts and covered 29 - 63 deg$^2$ for each event with a depth of $sim$ 22.5 mag in $R$-band within hours of observation. No plausible EM counterparts were found for these events, but from no detection in the GW190503_185404 event, for which we covered 69% credibility region, we place the BBH merger EM counterpart signal to be $M_{g}$ > -18.0 AB mag within about 1 day of the GW event. The comparison of our detection limits with light curves of several kilonova models suggests that a kilonova event could have been identified within hours from GW alert with GECKO observations if the compact merger happened at < 400 Mpc and the localization accuracy was of order of 50 deg$^2$. Our result gives a great promise for the GECKO facilities to find EM counterparts within a few hours from GW detection in future GW observation runs.
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