Given its operation time and wide field of view, the Fluorescence Detector (FD) of the Pierre Auger Observatory is sufficiently sensitive to detect upward-going events when used in monocular mode. Upward-going air showers are a possible interpretation of the recent events reported by the ANITA Collaboration in the energy range above $10^{17}$ eV. The Pierre Auger FD data can be used to support or constrain this interpretation. If confirmed, it would require either new phenomena or significant modifications to the standard model of particle physics.

To prepare this search, a set of quality selection criteria was defined by using 10% of the available FD data from 14 years of operation. This subset was mainly used to clean the data from improperly labelled laser events that had been used to monitor the quality of the atmosphere. The potential background for this search consists of cosmic-ray induced air showers with specific geometric configurations which, in a monocular reconstruction, can be reconstructed erroneously as upward-going events. To distinguish candidates from these false positives, to calculate the exposure, and to estimate the expected background, dedicated simulations for signal (upward-going events) and background (downward-going events) have been performed. The detector exposure is large enough to strongly constrain the interpretation of ANITA anomalous events. Preliminary results of the analysis after unblinding the data set are presented.