We present a preliminary measurement of two-particle correlations in collisions of electron beam at 27.5 GeV with beam of protons at 920 GeV, which corresponds to 318 GeV centre-of-mass energy. A sample of events equivalent to the integrated luminosity of 366 pb$^{-1}$ was recorded with the ZEUS experiment in 2003-2007. The correlations are measured for charged hadrons as a function of event multiplicity for the laboratory pseudorapidity range $-1.5<\eta<2$. To probe the possible contribution due to collective effects, the correlations are studied as a function of the particle's pair separation in pseudorapidity and the pair mean transverse momentum. The observed correlations are compared to available Monte Carlo models of deep inelastic electron-proton scattering. Observations based on the analysis of the ZEUS data put a limit on the possible collective effects in high multiplicity electron-proton collisions.