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Millilensing of Gamma-Ray Bursts (GRBs) is expected to manifest as multipleemission episodes in a single triggered GRB with similar light-curve patternsand similar spectrum properties. Identifying such lensed GRBs could helpimprove constraints on the abundance of compact dark matter. Here we present asystemic search for millilensing among 3000 GRBs observed by the \textit{Fermi}GBM up to 2021 April. Eventually we find 4 interesting candidates by performingauto-correlation test, hardness test, and time-integrated/resolved spectrumtest to the whole sample. GRB 081126A and GRB 090717A are ranked as the firstclass candidate based on their excellent performance both in temporal andspectrum analysis. GRB 081122A and GRB 110517B are ranked as the second classcandidates (suspected candidates), mainly because their two emission episodesshow clear deviations in part of the time-resolved spectrum or in thetime-integrated spectrum. Considering a point mass model for the gravitationallens, our results suggest that the density parameter of lens objects with mass$M_{\rm L}\sim10^{6} M_{\odot}$ is larger than $1.5\times10^{-3}$.

A Search for Millilensing Gamma-Ray Bursts in the Observations of Fermi GBM