Active galactic nuclei (AGN) are known for irregular variability on all time scales, down to intra-day variability with relative variations of a few percent within minutes to hours. On such short timescales, unexplored territory, such as the possible existence of a shortest characteristic time scale of activity and the shape of the high frequency end of AGN power spectra, still exists. We present the results of AGN single-dish fast photometry performed with the Korean VLBI Network (KVN). Observations were done in a “anti-correlated” mode using two antennas, with always at least one antenna pointing at the target. This results in an effective time resolution of less than three minutes. We used all four KVN frequencies, 22, 43, 86, and 129 GHz, in order to trace spectral variability, if any. We were able to derive high-quality light curves for 3C 111, 3C 454.3, and BL Lacertae at 22 and 43 GHz, and for 3C 279 at 86 GHz, between May 2012 and April 2013. We performed a detailed statistical analysis in order to assess the levels of variability and the corresponding upper limits. We found upper limits on flux variability ranging from ∼1.6% to ∼7.6%. The upper limits on the derived brightness temperatures exceed the inverse Compton limit by three to six orders of magnitude. From our results, plus comparison with data obtained by the University of Michigan Radio Astronomy Observatory, we conclude that we have not detected source-intrinsic variability which would have to occur at sub-per cent levels.