  The nature of ultra-luminous X-ray sources (ULXs), which are off-nuclear
extragalactic X-ray sources that exceed the Eddington luminosity for a
stellar-mass black hole, is still largely unknown. They might be black hole
X-ray binaries in a super-Eddington accretion state, possibly with significant
beaming of their emission, or they might harbor a black hole of intermediate
mass (10^2 to 10^5 solar masses). Due to the enormous amount of energy
radiated, ULXs can have strong interactions with their environment,
particularly if the emission is not beamed and if they host a massive black
hole. We present early results of a project that uses archival Herschel
infrared observations of galaxies hosting bright ULXs in order to constrain the
nature of the environment surrounding the ULXs and possible interactions. We
already observe a spatial correlation between ULXs and dense clouds of cold
material, that will be quantified in subsequent work. Those observations will
allow us to test the similarities with the environment of Galactic high mass
X-ray binaries. This project will also shed light on the nature of the host
galaxies, and the possible factors that could favor the presence of a ULX in a
galaxy.
