The X-ray source IGR J16318-4848 was the first source discovered by INTEGRAL. The high energy spectrum exhibits such a high column density that the source is undetectable in X-rays below 2 keV. We used the NTT telescope of ESO to obtain optical and near-infrared (NIR) observations. We confirm the already proposed NIR counterpart and for the first time extended detection into optical. We report here photometric measurements in the R, I, J, bands, upper flux limits in the Bb and V bands, lower

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... x limits in the H and Ks bands. We also obtain NIR spectroscopy, revealing a large number of emission lines, including forbidden iron lines and P-Cygni profiles, and showing a strong similarity with CI Cam, another strongly absorbed source. These data point to a high luminosity, high temperature source, with an intrinsic optical-NIR absorption greater than the interstellar absorption, but two orders of magnitude below the X-ray absorption. We propose that the source is a High Mass X-ray binary (HMXB) at a distance between 0.9 and 6.2 kpc, the optical/NIR counterpart corresponds to the mass donor, which is an early-type star, maybe a sgB[e] star, surrounded by a dense and absorbing circumstellar material. This would make the second HMXB with a sgB[e] star as the mass donor after CI Cam. Such sources may represent a different evolutionary state of X-ray binaries previously undetected with the lower energy space telescopes ; if it is so, a new class of strongly absorbed X-ray binaries is being unveiled by INTEGRAL.