Context. Spiral arms in protoplanetary disks could be shown to be the manifestation of density waves launched by protoplanets and propagating in the gaseous component of the disk. At least two point sources have been identified in the L band in the MWC 758 system as planetary mass object candidates. Aims. We used VLT/SPHERE to search for counterparts of these candidates in the H and K bands, and to characterize the morphology of the spiral arms . Methods. The data were processed with now-standard techniques in high-contrast imaging to determine the limits of detection, and to compare them to the luminosity derived from L band observations. Results. In considering the evolutionary, atmospheric, and opacity models we were not able to confirm the two former detections of point sources performed in the L band. In addition, the analysis of the spiral arms from a dynamical point of view does not support the hypothesis that these candidates comprise the origin of the spirals. Conclusions. Deeper observations and longer timescales will be required to identify the actual source of the spiral arms in MWC 758.