Context. Stellar activity is currently challenging the detection of young planets via the radial velocity (RV) technique. Aims. We attempt to definitively discriminate the nature of the RV variations for the young active K5 star BD+20 1790, for which visible (VIS) RV measurements show divergent results on the existence of a substellar companion. Methods. We compare VIS data with high precision RVs in the near-infrared (NIR) range by using the GIANO–B and IGRINS spectrographs. In addition, we present for the first time simultaneous VIS-NIR observations obtained with GIARPS (GIANO–B and HARPS–N) at Telescopio Nazionale Galileo (TNG). Orbital RVs are achromatic, so the RV amplitude does not change at different wavelengths, while stellar activity induces wavelength-dependent RV variations, which are significantly reduced in the NIR range with respect to the VIS. Results. The NIR radial velocity measurements from GIANO–B and IGRINS show an average amplitude of about one quarter with respect to previously published VIS data, as expected when the RV jitter is due to stellar activity. Coeval multi-band photometry surprisingly shows larger amplitudes in the NIR range, explainable with a mixture of cool and hot spots in the same active region. Conclusions. In this work, the claimed massive planet around BD+20 1790 is ruled out by our data. We exploited the crucial role of multi-wavelength spectroscopy when observing young active stars: thanks to facilities like GIARPS that provide simultaneous observations, this method can reach its maximum potential.