The first search for exclusive diffractive dijet production with invariant mass {approx}> 100 GeV in Run II of the Fermilab Tevatron Collider is performed. The set of data used is the Run IIa, corresponding to an integrated luminosity of 30 pb{sup -1} of p{bar p} collisions at {radical}s = 1.96 TeV taken with the D0 detector. At 95% CL, an upper limit for the ratio between the number of diffractive exclusive events and the number of non diffractive events is set to be 7.5 x 10{sup -6}, excluding two of the three models proposed to explain this production.