Context. A low-mass brown dwarf has recently been imaged around HR 2562 (HD 50571), a star hosting a debris disk resolved in the far infrared. Interestingly, the companion location is compatible with an orbit coplanar with the disk and interior to the debris belt. This feature makes the system a valuable laboratory to analyze the formation of substellar companions in a circumstellar disk and potential disk-companion dynamical interactions. Aims. We aim to further characterize the orbital motion of HR 2562 B and its interactions with the host star debris disk. Methods. We performed a monitoring of the system over ~10 months in 2016 and 2017 with the VLT/SPHERE exoplanet imager. Results. We confirm that the companion is comoving with the star and detect for the first time an orbital motion at high significance, with a current orbital motion projected in the plane of the sky of 25 mas (~0.85 au) per year. No orbital curvature is seen in the measurements. An orbital fit of the SPHERE and literature astrometry of the companion without priors on the orbital plane clearly indicates that its orbit is (quasi-)coplanar with the disk. To further constrain the other orbital parameters, we used empirical laws for a companion chaotic zone validated by N-body simulations to test the orbital solutions that are compatible with the estimated disk cavity size. Non-zero eccentricities (>0.15) are allowed for orbital periods shorter than 100 yr, while only moderate eccentricities up to ~0.3 for orbital periods longer than 200 yr are compatible with the disk observations. A comparison of synthetic Herschel images to the real data does not allow us to constrain the upper eccentricity of the companion.