CONTEXT. Little is known about the planetary systems around single white dwarfs although there is strong evidence that they do exist. AIMS. We performed a pilot study with the extreme-AO system on the Spectro-Polarimetric High-contrast Exoplanet REsearch (SPHERE) on the Very Large Telescopes (VLT) to look for giant planets around a young white dwarf, GD 50. METHODS. We were awarded science verification time on the new ESO instrument SPHERE. Observations were made with the InfraRed Dual-band Imager and Spectrograph in classical imaging mode in H band. RESULTS. Despite the faintness of the target (14.2 mag in R band), the AO loop was closed and a strehl of 37% was reached in H band. No objects were detected around GD 50. We achieved a 5-sigma contrast of 6.2, 8.0 and 8.25 mags at 0{farcs}2, 0{farcs}4 and 0{farcs}6 and beyond, respectively. We exclude any substellar objects more massive than 4.0 M$_textrm{J}$ at 6.2 AU, 2.9 M$_textrm{J}$ at 12.4 AU and 2.8 M$_textrm{J}$ at 18.6 AU and beyond. This rivals the previous upper limit set by Spitzer. We further show that SPHERE is the most promising instrument available to search for close-in substellar objects around nearby white dwarfs.