We show how the model of pseudo-complex general relativity can be tested using gravitational wave signals from coalescing compact objects. The model, which agrees with Einstein gravity in the weak-field limit, diverges dramatically in the near-horizon regime, with certain parameter ranges excluding the existence of black holes. We show that simple limits can be placed on the model in both the inspiral and ringdown phase of coalescing compact objects. We discuss further how these bounds relate to current observational limits. In particular, for minimal scenarios previously considered in the literature, gravitational wave observations are able to constrain pseudo-complex general relativity parameters to values that require the existence of black hole horizons.