The KM3NeT neutrino telescope is currently being deployed at two different sites in the Mediterranean Sea. First searches for astrophysical neutrinos have been performed using data taken with the partial detector configuration already in operation. The paper presents the results of two independent searches for neutrinos from compact binary mergers detected during the third observing run of the LIGO and Virgo gravitational wave interferometers. The first search looks for a global increase in the detector counting rates that could be associated with inverse beta decay events generated by MeV-scale electron anti-neutrinos. The second one focuses on upgoing track-like events mainly induced by muon (anti-)neutrinos in the GeV–TeV energy range. Both searches yield no significant excess for the sources in the gravitational wave catalogs. For each source, upper limits on the neutrino flux and on the total energy emitted in neutrinos in the respective energy ranges have been set. Stacking analyses of binary black hole mergers and neutron star-black hole mergers have also been performed to constrain the characteristic neutrino emission from these categories.