We search for signatures of gravitational lensing in the gravitational-wave signals from compact binary coalescences detected by Advanced Laser Interferometer Gravitational-wave Observatory (LIGO) and Advanced Virgo during O3a, the first half of their third observing run. We study: (1) the expected rate of lensing at current detector sensitivity and the implications of a non-observation of strong lensing or a stochastic gravitational-wave background on the merger-rate density at high redshift; (2) how the interpretation of individual high-mass events would change if they were found to be lensed; (3) the possibility of multiple images due to strong lensing by galaxies or galaxy clusters; and (4) possible wave-optics effects due to point-mass microlenses. Several pairs of signals in the multiple-image analysis show similar parameters and, in this sense, are nominally consistent with the strong lensing hypothesis. However, taking into account population priors, selection effects, and the prior odds against lensing, these events do not provide sufficient evidence for lensing. Overall, we find no compelling evidence for lensing in the observed gravitational-wave signals from any of these analyses.