We calculate, in the continuum limit of quenched lattice QCD, the form factor that enters in the decay rate of the semileptonic decay B --> D l nu. Making use of the step scaling method (SSM), previously introduced to handle two scale problems in lattice QCD, and of flavour twisted boundary conditions we extract G(w) at finite momentum transfer and at the physical values of the heavy quark masses. Our results can be used in order to extract the CKM matrix element Vcb by the experimental decay rate without model dependent extrapolations.