Context. Since its launch, the X-ray and γ-ray observatory INTEGRAL satellite has revealed a new class of high-mass X-ray binaries (HMXB) displaying fast flares and hosting supergiant companion stars. Optical and infrared (OIR) observations in a multi-wavelength context are essential to understand the nature and evolution of these newly discovered celestial objects. Aims: The goal of this multiwavelength study (from ultraviolet to infrared) is to characterise the properties of IGR J16465-4507, to confirm its HMXB nature and that it hosts a supergiant star. Methods: We analysed all OIR, photometric and spectroscopic observations taken on this source, carried out at ESO facilities. Results: Using spectroscopic data, we constrained the spectral type of the companion star between B0.5 and B1 Ib, settling the debate on the true nature of this source. We measured a high rotation velocity of v = 320 ± 8km s-1 from fitting absorption and emission lines in a stellar spectral model. We then built a spectral energy distribution from photometric observations to evaluate the origin of the different components radiating at each energy range. Conclusions: We finally show that, having accurately determined the spectral type of the early-B supergiant in IGR J16465-4507, we firmly support its classification as an intermediate supergiant fast X-ray transient (SFXT). Based on observations made with ESO Telescopes at the La Silla Paranal Observatory under programme ID 077.D-0038, 077.D-0055, 077.D-0298, 077.D-0568 and 089.D-0056.