The origin of ultra-wide massive binaries (orbital separations $10^3-2times 10^5$~AU) and their properties are not well characterized nor understood. Here we use the second Gaia data release to search for wide astrometric companions to Galactic O-B5 stars which share similar parallax and proper motion with the primaries. Using the data we characterize the frequency and properties of such binaries. We find an ultra-wide multiplicity fraction of $4.4pm0.5$ per cent, to our completeness limit (up to $approx 17$~mag; down to G-stars at distances of 0.3-2~kpc, excluding stars in clusters). The secondary mass-function is generally consistent with a Kroupa initial stellar function; if extrapolated to lower mass companion stars we then might expect a wide-binary fraction of $sim 27pm5%$. In addition we use these data as a verification sample to test the existence of ultra-wide binaries among neutron stars (NSs) and black holes (BHs). We propose that the discovery of such binary can provide unique constraints on the weakest natal kicks possible for NSs/BHs. If a compact object is formed in an ultra-wide binary and receives a very-low natal kick, such a binary should survive as a common proper motion pair. We therefore use Gaia data to search for ultra-wide companions to pulsars (normal and millisecond ones) and X-ray binaries. We find no reliable pairs. Future data could potentially provide stringent constraints through this method.