Astrophysical sources of gravitational waves, such as binary neutron star and black hole mergers or core-collapse supernovae, can drive relativistic outflows, giving rise to non-thermal high-energy emission. High-energy neutrinos are signatures of such outflows. The detection of gravitational waves and high-energy neutrinos from common sources could help establish the connection between the dynamics of the progenitor and the properties of the outflow. We searched for associated emission of gravitational waves and high-energy neutrinos from astrophysical transients with minimal assumptions using data from Advanced LIGO from its first observing run O1, and data from the ANTARES and IceCube neutrino observatories from the same time period. We focused on candidate events whose astrophysical origins could not be determined from a single messenger. We found no significant coincident candidate, which we used to constrain the rate density of astrophysical sources dependent on their gravitational-wave and neutrino emission processes.