  With high-resolution spectroscopy we can study exoplanet atmospheres and
learn about their chemical composition, temperature profiles, and presence of
clouds and winds, mainly in hot, giant planets. State-of-the-art
instrumentation is pushing these studies towards smaller exoplanets. Of special
interest are the few planets in the 'Neptune desert', a lack of Neptune-size
planets in close orbits around their hosts. Here, we assess the presence of
water in one such planet, the bloated super-Neptune WASP-166 b, which orbits an
F9-type star in a short orbit of 5.4 days. Despite its close-in orbit, WASP-166
b preserved its atmosphere, making it a benchmark target for exoplanet
atmosphere studies in the desert. We analyse two transits observed in the
visible with ESPRESSO. We clean the spectra from the Earth's telluric
absorption via principal component analysis, which is crucial to the search for
water in exoplanets. We use a cross-correlation-to-likelihood mapping to
simultaneously estimate limits on the abundance of water and the altitude of a
cloud layer, which points towards a low water abundance and/or high clouds. We
tentatively detect a water signal blue-shifted ~5 km s-1 from the planetary
rest frame. Injection and retrieval of model spectra show that a
solar-composition, cloud-free atmosphere would be detected at high
significance. This is only possible in the visible due to the capabilities of
ESPRESSO and the collecting power of the VLT. This work provides further
insight on the Neptune desert planet WASP-166 b, which will be observed with
JWST.
