We present Keck R and I band images of the field of the anomalous X-ray pul
sar 1E 2259+58.6. We derive an improved X-ray position from archival ROSAT
HRI observations by correcting for systematic (boresight) errors. Within th
e corresponding error circle, no object is found on the Keck images, down t
o limiting magnitudes R = 25.7 and I = 24.3. We discuss the constraints imp
osed by these limits, and conclude that it is unlikely that IE 2259+58.6 is
powered by accretion from a disk, irrespective of whether it is in a binar
y or not, unless the binary is extremely compact.