Context. Nearby isolated planetary mass objects are beginning to be discovered, but their individual properties are poorly constrained because their low surface temperatures and strong molecular self-absorption make them extremely faint. Aims: We aimed to detect the near-infrared emission of the coldest brown dwarf (BD) found so far, WISE0855-0714, located ~2.2 pc away, and to improve its temperature estimate (Teff = 225-260 K) from a comparison with state-of-the-art models of BD atmospheres. Methods: We observed the field containing WISE0855-0714 with HAWK-I at the VLT in the Y band. For BDs with Teff< 500 K theoretical models predict strong signal (or rather less molecular absorption) in this band. Results: WISE0855-0714 was not detected in our Y-band images, thus placing an upper limit on its brightness to Y> 24.4 mag at 3σ level, leading to Y - [ 4.5 ] > 10.5. Combining this limit with previous detections and upper limits at other wavelengths, WISE0855-0714 is confirmed as the reddest BD detected, further supporting its status as the coldest known brown dwarf. We applied spectral energy distribution fitting with collections of models from two independent groups for extremely cool BD atmospheres leading to an effective temperature of Teff< 250 K,