  While massive black holes (MBHs) are known to inhabit all massive galaxies,
their ubiquitous presence in dwarf galaxies has not been confirmed yet, with
only a limited number of sources detected so far. Recently, some studies
proposed infrared emission as an alternative way to identify MBHs in dwarfs,
based on a similar approach usually applied to quasars. In this study, by
accurately combining optical and infrared data taking into account resolution
effects and source overlapping, we investigate in detail the possible
limitations of this approach with current ground-based facilities, finding a
quite low ($\sim$0.4 per cent) fraction of active MBH in dwarfs that are
luminous in mid-infrared, consistent with several previous results. Our results
suggest that the infrared selection is strongly affected by several limitations
that make the identification of MBHs in dwarf galaxies currently prohibitive,
especially because of the very poor resolution compared to optical surveys, and
the likely contamination by nearby sources, although we find a few good
candidates worth further follow-ups. Optical, X-ray and radio observations,
therefore, still represent the most secure way to search for MBH in dwarfs.
