We present differential radial velocity measurements of Proxima Centauri co
llected over 4 years with the ESO CES with a mean precision of 54 ms(-1). W
e find no evidence of a periodic signal that could corroborate the existenc
e of a substellar companion. We put upper limits (97% confidence) to the co
mpanion mass ranging from 1.1 to 22 M-Jup at orbital periods of 0.75 to 300
0 d, i.e. separations 0.008-2 AU from Prox Cen. Our mass limits concur with
limits found by precise astrometry (Benedict et al. 1998a and priv. comm.)
which strongly constrain the period range 50-600 d to 1.1-0.22 M-Jup. Comb
ining both results we exclude a brown dwarf or supermassive planet at separ
ations 0.008-0.69 AU from Prox Cen. We also find that, at the level of our
precision, the RV data are not affected by stellar activity.