R Coronae Australis (R CrA) is the brightest star of the Coronet nebula of the Corona Australis (CrA) star forming region. It has very red colors, probably due to dust absorption and it is strongly variable. High contrast instruments allow for an unprecedented direct exploration of the immediate circumstellar environment of this star. We observed R CrA with the near-IR channels (IFS and IRDIS) of SPHERE at VLT. In this paper, we used four different epochs, three of them from open time observations while one is from the SPHERE guaranteed time. The data were reduced using the DRH pipeline and the SPHERE Data Center. On the reduced data we implemented custom IDL routines with the aim to subtract the speckle halo.We have also obtained pupil-tracking H-band (1.45-1.85um) observations with the VLT/SINFONI near-infrared medium-resolution (R3000) spectrograph. A companion was found at a separation of 0.156" from the star in the first epoch and increasing to 0.184" in the final one. Furthermore, several extended structures were found around the star, the most noteworthy of which is a very bright jet-like structure North-East from the star. The astrometric measurements of the companion in the four epochs confirm that it is gravitationally bound to the star. The SPHERE photometry and the SINFONI spectrum, once corrected for extinction, point toward an early M spectral type object with a mass between 0.3 and 0.55M_{sun}_. The astrometric analysis provides constraints on the orbit paramenters: e~0.4, semi-major axis at 27-28au, inclination of ~70{deg} and a period larger than 30 years. We were also able to put constraints of few MJup on the mass of possible other companions down to separations of few tens of au.