Context. X-ray observations revealed a group of radio-silent isolated neutron stars (INSs) at the centre of young supernova remnants (SNRs), dubbed central compact objects or CCOs, with properties different from those of classical rotation-powered pulsars. In at least three cases, evidence points towards CCOs being low-magnetized INSs, born with slow rotation periods, and possibly accreting from a debris disc of material formed out of the supernova event. Understanding the origin of the diversity of the CCOs can shed light on supernova explosion and neutron star formation models. Optical/infrared (IR) observations are crucial to test different CCO interpretations. Aims. The aim of our work is to perform a deep optical investigation of the CCO RX J0822.0−4300 in the Puppis A SNR, one of the most poorly understood in the CCO family. Methods. By using as a reference the Chandra X-ray coordinates of RX J0822.0−4300 we performed deep optical observations in the B, V and I bands with the Very Large Telescope (VLT). Results. We found no candidate optical counterpart within 3σ of the computed Chandra X-ray position down to 5σ limits of B ∼ 27.2, V ∼ 26.9, and I ∼ 25.6, the deepest obtained in the optical band for this source. Conclusions. These limits confirm the non-detection of a companion brighter than an M 5 dwarf. At the same time, they do not constrain optical emission from the neutron star surface, while emission from the magnetosphere would require a spectral break in the optical/IR.