We present the results of a ground-based search for the secondary eclipse of the 3.3 Mjup transiting planet CoRoT-2b. We performed near infrared photometry using the LIRIS instrument on the 4.2 m William Herschel Telescope, in the H and K_s filters. We monitored the star around two expected secondary eclipses in two nights under very good observing conditions. For the depth of the secondary eclipse we find in H-band a 3 sigma upper limit of 0.17%, whereas we detected a tentative eclipse with a depth of 0.16+-0.09% in the K_s-band. These depths can be translated into brightness temperatures of T_H<2250 K and T_{K_s} = 1890(+260-350) K, which indicate an inefficient re-distribution of the incident stellar flux from the planets dayside to its nightside. Our results are in agreement with the CoRoT optical measurement (Alonso et al. 09) and with Spitzer 4.5 and 8 micron results (Gillon et al. 09c).