We present the first results of our VLT observation campaign of the Central Compact Objects (CCOs) in SNRs RX J085201.4-461753 (Vela Jr), 1E 1648-5051 (RCW 103) and RX J171328.4-394955 (G347.3-0.5). For Vela Jr., we found that the source is embedded in a compact optical nebulosity, possibly a bow-shock or a photo-ionization nebula, and we identified a candidate IR counterpart to the CCO. For RCW 103, we found no convincing evidence neither for 6 hrs IR modulation nor for variability on any time scale from the proposed counterpart, as well as for the other candidates close to the revised Chandra position. For G347.3-0.5, we identified few possible IR counterparts but none of them is apparently associated with the CCO.