Aims. The aim of this work is to search for radio signals in the quiescent phase of accreting millisecond X-ray pulsars, in this way giving an ultimate proof of the recycling model, thereby unambiguously establishing that accreting millisecond X-ray pulsars are the progenitors of radio millisecond pulsars. Methods. To overcome the possible free-free absorption caused by matter surrounding accreting millisecond X-ray pulsars in their quiescence phase, we performed the observations at high frequencies. Making use of particularly precise orbital and spin parameters obtained from X-ray observations, we carried out a deep search for radio-pulsed emission from the accreting millisecond X-ray pulsar XTE J0929-314 in three steps, correcting for the effect of the dispersion due to the interstellar medium, eliminating the orbital motions effects, and finally folding the time series. Results. No radio pulsation is present in the analyzed data down to a limit of 68 mu Jy at 6.4 GHz and 26 mu Jy at 8.5 GHz. Conclusions. We discuss several mechanisms that could prevent the detection, concluding that beaming factor and intrinsic low luminosity are the most likely explanations