Since its launch, the X-ray and gamma-ray observatory INTEGRAL satellite has revealed a new class of high-mass X-ray binaries (HMXB) displaying fast flares and hosting supergiant companion stars. Optical and infrared (OIR) observations in a multi-wavelength context are essential to understand the nature and evolution of these newly discovered celestial objects. The goal of this multiwavelength study (from ultraviolet to infrared) is to characterise the properties of IGR J16465-4507, to confirm its HMXB nature and that it hosts a supergiant star. We analysed all OIR, photometric and spectroscopic observations taken on this source, carried out at ESO facilities. Using spectroscopic data, we constrained the spectral type of the companion star between B0.5 and B1 Ib, settling the debate on the true nature of this source. We measured a high rotation velocity of v = 320 +/- 8 km/s from fitting absorption and emission lines in a stellar spectral model. We then built a spectral energy distribution from photometric observations to evaluate the origin of the different components radiating at each energy range. We finally show that, having accurately determined the spectral type of the early-B supergiant in IGR J16465-4507, we firmly support its classification as an intermediate supergiant fast X-ray transient (SFXT).