Aims: In this work, we use long-slit spectroscopy observations of a transit event of the close-in orbiting planet WASP-43b (Mp = 2.034 MJup, Rp = 1.036 RJup) in an effort to detect its atmosphere. Methods: We used the Gran Telescopio Canarias (GTC) instrument OSIRIS to obtain long-slit spectra in the optical range 520-1040 nm of the planetary host star WASP-43 and of a reference star during a full primary transit event and four partial transit observations. We integrated the stellar flux of both stars in different wavelength regions producing several light curves. We fitted transit models to these curves to measure the star-to-planet radius ratio, Rp/Rs, across wavelength among other physical parameters. Results: We measure a mean planet-to-star radius ratio in the white light curve of 0.15988-0.00145+0.00133. Using broadband filters, we detect the color signature of WASP-43. We present a tentative detection in the planet-to-star radius ratio around the Na i doublet (λ 588.9, 589.5 nm) when compared to the nearby continuum at the 2.9σ level. We find no significant excess of the measured planet-to-star radius ratio around the K i doublet (λ 766.5 nm, 769.9 nm) when compared to the nearby continuum. Combining our observations with previously published epochs, we refine the estimation of the orbital period. Using a linear ephemeris, we obtained a period of P = 0.81347385 ± 1.5 × 10-7 days. Using a quadratic ephemeris, we obtained an orbital period of 0.81347688 ± 8.6 × 10-7 days, and a change in this parameter of Ṗ = -0.15 ± 0.06 s/year. As previous results, this hints to the orbital decay of this planet although a timing analysis over several years needs to be made to confirm this. Photometry is only available at the CDS via anonymous ftp to http://cdsarc.u-strasbg.fr (ftp://130.79.128.5) or via http://cdsarc.u-strasbg.fr/viz-bin/qcat?J/A+A/563/A41Appendix is available in electronic form at http://www.aanda.org