Context. It has long been suggested that circumstellar disks surrounding young stars may be the signposts of planets, and still more since the recent discoveries of embedded substellar companions. The planet-disk interaction may create, according to models, large structures, gaps, rings or spirals, in the disk. In that sense, the Herbig star HD 142527 is particularly compelling as, its massive disk displays intriguing asymmetries that suggest the existence of a dynamical peturber of unknown nature. Aims. Our goal was to obtain deep thermal images of the close circumstellar environment of HD 142527 to re-image the reported close-in structures (cavity, spiral arms) of the disk and to search for stellar and substellar companions that could be connected to their presence. Results. The circumstellar environment of HD 142527 is revealed at an unprecedented spatial resolution down to the sub arcsecond level for the first time at 3.8 microns. Our images reveal important radial and azimuthal asymmetries which invalidate an elliptical shape for the disk as previously proposed. It rather suggests a bright inhomogeneous spiral arm plus various fainter spiral arms. We also confirm an inner cavity down to 30 AU and two important dips at position angles of 0 and 135 deg. The detection performance in angular differential imaging enables the exploration of the planetary mass regime for projected physical separations as close as 40 AU. The use of our detection map together with Monte Carlo simulations sets stringent constraints on the presence of planetary mass, brown dwarf or stellar companions as a function of the semi-major axis. They severely constrain the presence of massive giant planets with semi-major axis beyond 50AU, i.e. probably within the large disk's cavity that radially extends up to 145 AU or even further outside. ; Comment: 8 pages, 7 figures, accepted in A&A