Context. Flaring is an ubiquitous manifestation of magnetic activity in low mass stars including, of course, the Sun. Although flares, both from the Sun and from other stars, are most prominently observed in the soft X-ray band, most of the radiated energy is released at optical/UV wavelengths. In spite of decades of investigation, the physics of flares, even solar ones, is not fully understood. Even less is known about magnetic flaring in pre-main sequence (PMS) stars, at least in part because of the lack of suitable multi-wavelength data. This is unfortunate since the energetic radiation from stellar flares, which is routinely observed to be orders of magnitude greater than in solar flares, might have a significant impact on the evolution of circumstellar, planet-forming disks. Aims. We aim at improving our understanding of flares from PMS stars. Our immediate objectives are constraining the relation between flare emission at X-ray, optical, and mid-infrared (mIR) bands, inferring properties of the optically emitting region, and looking for signatures of the interaction between flares and the circumstellar environment, i.e. disks and envelopes. This information might then serve as input for detailed models of the interaction between stellar atmospheres, circumstellar disks and proto-planets. Methods. Observations of a large sample of PMS stars in the NGC 2264 star forming region were obtained in December 2011, simultaneously with three space-borne telescopes, Chandra (X-rays), CoRoT (optical), and Spitzer (mIR), as part of the “Coordinated Synoptic Investigation of NGC 2264” (CSI-NGC 2264). Shorter Chandra and CoRoT observations were also obtained in March 2008. We analyzed the lightcurves obtained during the Chandra observations (∼300 ks and ∼60 ks in 2011 and 2008, respectively), to detect X-ray flares with an optical and/or mIR counterpart. From the three datasets we then estimated basic flare properties, such as emitted energies and peak luminosities. These were then compared to constrain the spectral energy distribution of the flaring emission and the physical conditions of the emitting regions. The properties of flares from stars with and without circumstellar disks were also compared to establish any difference that might be attributed to the presence of disks. Results. Seventy-eight X-ray flares (from 65 stars) with an optical and/or mIR counterpart were detected. The optical emission of flares (both emitted energy and peak flux) is found to correlate well with, and to be significantly larger than, the X-ray emission. The slopes of the correlations suggest that the difference becomes smaller for the most powerful flares. The mIR flare emission seems to be strongly affected by the presence of a circumstellar disk: flares from stars with disks have a stronger mIR emission with respect to stars without disks. This might be attributed to either a cooler temperature of the region emitting both the optical and mIR flux or, perhaps more likely, to the reprocessing of the optical (and X-ray) flare emission by the inner circumstellar disk, providing evidence for flare-induced disk heating.