Using the direct imaging technique we searched for low mass companions around the star AF Lep that presents a significant proper motion anomaly (PMa) signal obtained from the comparison of Hipparcos and Gaia eDR3 catalogs. We observed AF Lep in two epochs with VLT/SPHERE using its subsystems IFS and IRDIS in the near-infrared (NIR) covering wavelengths ranging from the Y to the K spectral bands (between 0.95 and 2.3um). The data were then reduced using the high-contrast imaging techniques angular differential imaging (ADI) and spectral differential imaging (SDI) to be able to retrieve the signal from low mass companions of the star. A faint companion was retrieved at a separation of 0.335 arcsec from the star and with a position angle of ~70.5 degree in the first epoch and with a similar position in the second epoch. This corresponds to a projected separation of 9au. The extracted photometry allowed us to estimate for the companion a mass between 2 and 5M_Jup_. This mass is in good agreement with what is expected for the dynamic mass of the companion deduced using astrometric measures (5.2-5.5M_Jup_). This is the first companion with a mass well below the deuterium burning limit discovered coupling direct imaging with PMa measures. Orbit fitting done using the orvara tool allowed to further confirm the companion mass and to define its main orbital parameters.