Context: Betelgeuse is one the largest stars in the sky in terms of angular diameter. Structures on the stellar photosphere have been detected in the visible and near-infrared as well as a compact molecular environment called the MOLsphere. Mid-infrared observations have revealed the nature of some of the molecules in the MOLsphere, some being the precursor of dust. Aims: Betelgeuse is an excellent candidate to understand the process of mass loss in red supergiants. Using diffraction-limited adaptive optics (AO) in the near-infrared, we probe the photosphere and close environment of Betelgeuse to study the wavelength dependence of its extension, and to search for asymmetries. Methods: We obtained AO images with the VLT/NACO instrument, taking advantage of the cube mode of the CONICA camera to record separately a large number of short-exposure frames. This allowed us to adopt a lucky imaging approach for the data reduction, and obtain diffraction-limited images over the spectral range 1.04-2.17 $mu$m in 10 narrow-band filters. Results: In all filters, the photosphere of Betelgeuse appears partly resolved. We identify an asymmetric envelope around the star, with in particular a relatively bright plume extending in the southwestern quadrant up to a radius of approximately six times the photosphere. The CN molecule provides an excellent match to the 1.09 mic bandhead in absorption in front of the stellar photosphere, but the emission spectrum of the plume is more difficult to interpret. Conclusions: Our AO images show that the envelope surrounding Betelgeuse has a complex and irregular structure. We propose that the southwestern plume is linked either to the presence of a convective hot spot on the photosphere, or to the rotation of the star.