We use data from the T-SAGE instrument on board the MICROSCOPE space mission to search for Lorentz violation in matter-gravity couplings as described by the Lorentz violating standard model extension (SME) coefficients (a[over ¯]_{eff})_{μ}^{w}, where (μ=T, X, Y, Z) and (w=e, p, n) for the electron, proton, and neutron. One of the phenomenological consequences of a nonzero value of those coefficients is that test bodies of different composition fall differently in an external gravitational field. This is similar to "standard" tests of the universality of free fall, but with a specific signature that depends on the orbital velocity and rotation of Earth. We analyze data from five measurement sessions of MICROSCOPE spread over a year finding no evidence for such a signature, but setting constraints on linear combinations of the SME coefficients that improve on best previous results by 1 to 2 orders of magnitude. Additionally, our independent linear combinations are different from previous ones, which increases the diversity of available constraints, paving the way towards a full decorrelation of the individual coefficients.