The TESS mission has reported a wealth of new planetary systems around bright and nearby stars amenable for detailed characterization of the planet properties and their atmospheres. However, not all interesting TESS planets orbit around bright host stars. TOI-263b is a validated ultra-short period substellar object in a 0.56-day orbit around a faint (V=18.97) M3.5 dwarf star. The substellar nature of TOI-263b was explored using multi-color photometry, which determined a true radius of 0.87+-0.21 Rj, establishing TOI-263bs nature ranging from an inflated Neptune to a brown dwarf. The orbital period-radius parameter space occupied by TOI-263b is quite unique, which prompted a further characterization of its true nature. Here, we report radial velocity measurements of TOI-263 obtained with 3 VLT units and the ESPRESSO spectrograph to retrieve the mass of TOI-263b. We find that TOI-263b is a brown dwarf with a mass of 61.6+-4.0 Mj. Additionally, the orbital period of the brown dwarf is found to be synchronized with the rotation period of the host star, and the system is found to be relatively active, possibly revealing a star--brown dwarf interaction. All these findings suggest that the systems formation history might be explained via disc fragmentation and later migration to close-in orbits. If the system is found to be unstable, TOI-263 is an excellent target to test the migration mechanisms before the brown dwarf becomes engulfed by its parent star.