A search for excited leptons is carried out with the CMS detector at the LHC, using 36 pb(-1) of pp collision data recorded at root s = 7 TeV. The search is performed for associated production of a lepton and an oppositely charged excited lepton pp -> ll*, followed by the decay l* -> l gamma, resulting in the eey final state, where l = e, mu. No excess of events above the standard model expectation is observed. Interpreting the findings in the context of l* production through four-fermion contact interactions and subsequent decay via electroweak processes, first upper limits are reported for l* production at this collision energy. The exclusion region in the compositeness scale A and excited lepton mass M-l* parameter space is extended beyond previously established limits. For Lambda = M-l*, excited lepton masses are excluded below 1070 GeV/c(2) for e* and 1090 GeV/c(2) for mu* at the 95% confidence level. (C) 2011 CERN. Published by Elsevier B.V. All rights reserved.