Let $\Gamma$ be the first Grigorchuk group. According to a result of Bartholdi, the only left Engel elements of $\Gamma$ are the involutions. This implies that the set of left Engel elements of $\Gamma$ is not a subgroup. Of particular interest is to wonder whether this happens also for the sets of bounded left Engel elements, right Engel elements, and bounded right Engel elements of $\Gamma$. Motivated by this, we prove that these three subsets of $\Gamma$ coincide with the identity subgroup.