X-ray Bright Optically Normal Galaxies (XBONGs) constitute a small but not negligible fraction of hard X-ray selected sources in recent Chandra and XMM-Newton surveys. Even though several possibilities were proposed to explain why a relatively luminous hard X-ray source does not leave any significant signature of its presence in terms of optical emission lines, the nature of XBONGs is still subject of debate. We aim to a better understanding of their nature by means of a multiwavelength and morphological analysis of a small sample of these sources. Good-quality photometric near-infrared data (ISAAC/VLT) of four low-redshift (z=0.1-0.3) XBONGs, selected from the HELLAS2XMM survey, have been used to search for the presence of the putative nucleus, applying the surface-brightness decomposition technique through the least-squares fitting program GALFIT. The surface brightness decomposition allows us to reveal a nuclear point-like source, likely to be responsible of the X-ray emission, in two out of the four sources. The results indicate that moderate amounts of gas and dust, covering a large solid angle (possibly 4pi) at the nuclear source, combined with the low nuclear activity, may explain the lack of optical emission lines. The third XBONG is associated with an X-ray extended source and no nuclear excess is detected in the near infrared at the limits of our observations. The last source is associated to a close (d< 1 arcsec) double system and the fitting procedure cannot achieve a firm conclusion.