The system created in non-central relativistic nucleus-nucleus collisions possesses large orbital angular momentum. Due to spin-orbit coupling, particles produced in such a system could become globally polarized along the direction of the system angular momentum. We present the results of Lambda and anti-Lambda hyperon global polarization measurements in Au+Au collisions at sqrt sNN=62.4 GeV and 200 GeV performed with the STAR detector at RHIC. The observed global polarization of Lambda and anti-Lambda hyperons in the STAR acceptance is consistent with zero within the precision of the measurements. The obtained upper limit, lbar P Lambda, anti-Lambda rbar <= 0.02, is compared to the theoretical values discussed recently in the literature.