Aims. R Coronae Australis (R CrA) is the brightest star of the Coronet nebula of the Corona Australis (CrA) star forming region. This star is very red in color, probably due to dust absorption, and is strongly variable. High-contrast instruments allow for an unprecedented direct exploration of the immediate circumstellar environment of this star. Methods. We observed R CrA with the near-infrared (NIR) channels (IFS and IRDIS) of SPHERE at the Very Large Telescope (VLT). In this paper, we used four different epochs, three of which are from open time observations while one is from SPHERE guaranteed time. The data were reduced using the data reduction and handling pipeline and the SPHERE Data Center. We implemented custom IDL routines on the reduced data with the aim to subtract the speckle halo. We have also obtained pupil-tracking H-band (1.45−1.85 μm) observations with the VLT/SINFONI NIR medium-resolution (R ∼ 3000) spectrograph. Results. A companion was found at a separation of 0.156″ from the star in the first epoch and increasing to 0.184″ in the final epoch. Furthermore, several extended structures were found around the star, the most noteworthy of which is a very bright jet-like structure northeast from the star. The astrometric measurements of the companion in the four epochs confirm that it is gravitationally bound to the star. The SPHERE photometry and SINFONI spectrum, once corrected for extinction, point toward a spectral type object that is early M with a mass between 0.3 and 0.55 M_⊙. The astrometric analyis provides constraints on the orbit paramenters: e ∼ 0.4, semimajor axis at 27–28 au, inclination of ∼70°, and a period larger than 30 yr. We were also able to put constraints of few M_Jup on the mass of possible other companions down to separations of few tens of au.