We present a wide-field optical imaging search for electromagnetic counterparts to the likely neutron star - black hole (NS-BH) merger GW190814/S190814bv. This compact binary merger was detected through gravitational waves by the LIGO/Virgo interferometers, with masses suggestive of a NS-BH merger. We imaged the LIGO/Virgo localization region using the MegaCam instrument on the Canada-France-Hawaii Telescope. We describe our hybrid observing strategy of both tiling and galaxy-targeted observations, as well as our image differencing and transient detection pipeline. Our observing campaign produced some of the deepest multi-band images of the region between 1.7 and 8.7 days post-merger, reaching a 5sigma depth of g > 22.8 (AB mag) at 1.7 days and i > 23.1 and i > 23.9 at 3.7 and 8.7 days, respectively. These observations cover a mean total integrated probability of 67.0% of the localization region. We find no compelling candidate transient counterparts to this merger in our images, which suggests that either the lighter object was tidally disrupted inside of the BHs innermost stable circular orbit, the transient lies outside of the observed sky footprint, or the lighter object is a low-mass BH. We use 5sigma source detection upper limits from our images in the NS-BH interpretation of this merger to constrain the mass of the kilonova ejecta to be Mej < 0.015Msun for a blue (kappa = 0.5 cm^2 g^-1) kilonova, and Mej < 0.04Msun for a red (kappa = 5-10 cm^2 g^-1) kilonova. Our observations emphasize the key role of large-aperture telescopes and wide-field imagers such as CFHT MegaCam in enabling deep searches for electromagnetic counterparts to gravitational wave events.