We report on the first results from the CDF experiment on search for physics beyond the Standard Model using data from the upgraded TeVatron collider running p anti-p collisions at s**(1/2) = 1960 GeV. These first results, although obtained with a total integrated luminosity lower than the total integrated luminosity collected during Run I, are already competitive if not better, due to the increase in the center of mass energy and the improved detector capability.