Using data samples collected at center-of-mass energies of $\sqrt{s}$ = 4.009, 4.230, 4.260, and 4.360 GeV with the BESIII detector operating at the BEPCII collider, we perform a search for the process $e^+e^-\to\gamma\chi_{cJ}$ $(J = 0, 1, 2)$ and find evidence for $e^+e^-\to\gamma\chi_{c1}$ and $e^+e^-\to\gamma\chi_{c2}$ with statistical significances of 3.0$\sigma$ and 3.4$\sigma$, respectively. The Born cross sections $\sigma^{B}(e^+e^-\to\gamma\chi_{cJ})$, as well as their upper limits at the 90% confidence level are determined at each center-of-mass energy.
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