We present our optical follow-up observations to search for an electromagnetic counterpart of the first gravitational wave source GW150914 in the framework of the Japanese collaboration for Gravitational wave ElectroMagnetic follow-up (J-GEM), which is an observing group utilizing optical and radio telescopes in Japan, as well as in New Zealand, China, South Africa, Chile, and Hawaii. We carried out a wide-field imaging survey with the Kiso Wide Field Camera (KWFC) on the 1.05 m Kiso Schmidt telescope in Japan and a galaxy-targeted survey with Tripole5 on the B&C 61 cm telescope in New Zealand. Approximately 24 deg2 regions in total were surveyed in i-band with KWFC and 18 nearby galaxies were observed with Tripole5 in g-, r-, and i-bands 4-12 days after the gravitational wave detection. Median 5 σ depths are i ̃ 18.9 mag for the KWFC data and g ̃ 18.9 mag, r ̃ 18.7 mag, and i ̃ 18.3 mag for the Tripole5 data. The probability for a counterpart to be in the observed area is 1.2% in the initial skymap and 0.1% in the final skymap. We do not find any transient source associated to an external galaxy with spatial offset from its center, which is consistent with the local supernova rate.