Up to date, there are thousands of exoplanets detected mainly around main sequence stars. To learn more about their formation mechanism, it is important to observe them when they are very young and still embedded in the protoplanetary disks around pre-main sequence stars. At this evolutionary stage, protoplanets are expected to be surrounded by the so-called circumplanetary disks (CPDs). Several works have predicted that protoplanets can accrete material from these CPDs, and emit in accretion tracers like e.g. the H alpha emission line. This scenario has been confirmed with the detection of two protoplanets through H alpha imaging: PDS70bc. In this talk, I will show the results from a project aiming at detecting protoplanets through high angular resolution H alpha observations with SPHERE/ZIMPOL at the Very Large Telescope (VLT). I will also discuss the main findings coming from different surveys using this technique.