We report on the results of optical, near-infrared (NIR) and mid-infrared observations of the black hole X-ray binary candidate (BHB) MAXI J1535-571 during its 2017/2018 outburst. During the first part of the outburst (MJD 58004-58012), the source shows an optical-NIR spectrum that is consistent with an optically thin synchrotron power-law from a jet. After MJD 58015, however, the source faded considerably, the drop in flux being much more evident at lower frequencies. Before the fading, we measure a de-reddened flux density of $gtrsim$100 mJy in the mid-infrared, making MAXI J1535-571 one of the brightest mid-infrared BHBs known so far. A significant softening of the X-ray spectrum is evident contemporaneous with the infrared fade. We interpret it as due to the suppression of the jet emission, similar to the accretion-ejection coupling seen in other BHBs. However, MAXI J1535-571 did not transition smoothly to the soft state, instead showing X-ray hardness deviations, associated with infrared flaring. We also present the first mid-IR variability study of a BHB on minute timescales, with a fractional rms variability of the light curves of $sim 15-22 %$, which is similar to that expected from the internal shock jet model, and much higher than the optical fractional rms ($lesssim 7 %$). These results represent an excellent case of multi-wavelength jet spectral-timing and demonstrate how rich, multi-wavelength time-resolved data of X-ray binaries over accretion state transitions can help refining models of the disk-jet connection and jet launching in these systems.
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