Context. The discovery of planets orbiting at less than 1 au from their host star and less massive than Saturn in various exoplanetary systems revolutionized our theories of planetary formation. The fundamental question is whether these close-in low-mass planets could have formed in the inner disk interior to 1 au, or whether they formed further out in the planet-forming disk and migrated inward. Exploring the role of additional giant planet(s) in these systems may help us to pinpoint their global formation and evolution. Aims. We searched for additional substellar companions by using direct imaging in systems known to host close-in small planets. The use of direct imaging complemented by radial velocity and astrometric detection limits enabled us to explore the giant planet and brown dwarf demographics around these hosts to investigate the potential connection between both populations. Methods. We carried out a direct imaging survey with SPHERE at VLT to look for outer giant planets and brown dwarf companions in 27 systems hosting close-in low-mass planets discovered by radial velocity. Our sample is composed of very nearby (<20 pc) planetary systems, orbiting G-, K-, and M-type mature (0.5–10 Gyr) stellar hosts. We performed homogeneous direct imaging data reduction and analysis to search for and characterize point sources, and derived robust statistical detection limits. The final direct imaging detection performances were globally considered together with radial velocity and astrometric sensitivity. Results. Of 337 point-source detections, we do not find any new bound companions. We recovered the emblematic very cool T-type brown dwarf GJ 229 B. Our typical sensitivities in direct imaging range from 5 to 30 MJup beyond 2 au. The non-detection of massive companions is consistent with predictions based on models of planet formation by core accretion. Our pilot study opens the way to a multi-technique approach for the exploration of very nearby exoplanetary systems with future ground-based and space observatories.