We report the results of optical--infrared follow-up observations of the gravitational wave (GW) event GW151226 detected by the Advanced LIGO in the framework of J-GEM (Japanese collaboration for Gravitational wave ElectroMagnetic follow-up). We performed wide-field optical imaging surveys with Kiso Wide Field Camera (KWFC), Hyper Suprime-Cam (HSC), and MOA-cam3. The KWFC survey started at 2.26 days after the GW event and covered 778 deg$^2$ centered at the high Galactic region of the skymap of GW151226. We started the HSC follow-up observations from 12 days after the event and covered an area of 63.5 deg$^2$ of the highest probability region of the northern sky with the limiting magnitudes of 24.6 and 23.8 for i band and z band, respectively. MOA-cam3 covered 145 deg$^2$ of the skymap with MOA-red filter 2.5 months after the GW alert. Total area covered by the wide-field surveys was 986.5 deg$^2$. The integrated detection probability of all the observed area was $sim$29%. We also performed galaxy-targeted observations with six optical and near-infrared telescopes from 1.61 days after the event. Total of 238 nearby (<100 Mpc) galaxies were observed with the typical I band limiting magnitude of $sim$19.5. We detected 13 supernova candidates with the KWFC survey, and 60 extragalactic transients with the HSC survey. Two third of the HSC transients were likely supernovae and the remaining one third were possible active galactic nuclei. With our observational campaign, we found no transients that are likely to be associated with GW151226.
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