Context: Nearby young clusters are privileged places to study the star formation history. Over the last decade, the σ-Orionis cluster has been a prime location for the study of young very low mass stars, substellar and isolated planetary mass objects and the determination of the initial mass function. Aims: To extend previous studies of this association to its core, we searched for ultracool members and new multiple systems within the 1.5 arcmin×1.5 arcmin central region of the cluster. Methods: We obtained deep multi-conjugate adaptive optics (MCAO) images of the core of the σ-Orionis cluster with the prototype MCAO facility MAD at the VLT using the H and Ks filters. These images allow us to detect companions fainter by Δ H ≈ 5 mag as close as 0.2 arcsec on a typical source with H=14.5 mag. These images were complemented by archival SofI K_s-band images and Spitzer IRAC and MIPS mid-infrared images Results: We report the detection of 2 new visual multiple systems, one being a candidate binary proplyd and the other one a low mass companion to the massive star σ Ori E. Of the 36 sources detected in the images, 25 have a H-band luminosity lower than the expected planetary mass limit for members, and H-Ks color consistent with the latest theoretical isochrones. Nine objects have additional Spitzer photometry and spectral energy distribution consistent with them being cluster members. One of them has a spectral energy distribution from H to 3.6 μm consistent with that of a 5.5 M_Jup cluster member. Complementary NTT/SofI and Spitzer photometry allow us to confirm the nature and membership of two L-dwarf planetary mass candidates. Based on observations made at the ESO La Silla and Paranal Observatory under programmes 67.C-0042, 074.C-0084, and 074.C-0628.