Context. Luminous blue variables (LBVs) are rare massive stars with very high luminosity. They are characterized by strong photo-metric and spectroscopic variability related to transient eruptions. The mechanisms at the origin of these eruptions is not well known. In addition, their formation is still problematic and the presence of a companion could help to explain how they form. Aims. This article presents a study of seven LBVs (about 20% of the known Galactic population), some Wolf-Rayet stars, and massive binaries. We probe the environments that surround these massive stars with near-, mid-, and far-infrared images, investigating potential nebula/shells and the companion stars. Methods. To investigate large spatial scales, we used seeing-limited and near diffraction-limited adaptive optics images to obtain a differential diagnostic on the presence of circumstellar matter and to determine their extent. From those images, we also looked for the presence of binary companions on a wide orbit. Once a companion was detected, its gravitational binding to the central star was tested. Tests include the chance projection probability, the proper motion estimates with multi-epoch observations, flux ratio, and star separations. Results. We find that two out of seven of LBVs may have a wide orbit companion. Most of the LBVs display a large circumstellar envelope or several shells. In particular, HD168625, known for its rings, possesses several shells with possibly a large cold shell at the edge of which the rings are formed. For the first time, we have directly imaged the companion of LBV stars.