Aims. We explore the prospects for the detection of giant circumbinary exoplanets and brown dwarfs (BDs) orbiting Galactic double white dwarfs (DWDs) binaries with the Laser Interferometer Space Antenna (LISA). Methods. By assuming an occurrence rate of 50%, motivated by white dwarf pollution observations, we built a Galactic synthetic population of P-type giant exoplanets and BDs orbiting DWDs. We carried this out by injecting different sub-stellar populations, with various mass and orbital separation characteristics, into the DWD population used in the LISA mission proposal. We then performed a Fisher matrix analysis to measure how many of these three-body systems show a periodic Doppler-shifted gravitational wave perturbation detectable ...