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The "Disk Substructures at High Angular Resolution Project" (DSHARP) has revealed an abundance and ubiquity of rings and gaps over a large sample of young planet-forming disks, which are hypothesised to be induced by the presence of forming planets. In this context, we present the first attempt to directly image these young companions for 10 of the DSHARP disks, by using NaCo/VLT high contrast observations in L'-band instrument and angular differential imaging techniques. We report the detection of a point-like source candidate at 1.1" (174.9 au) for RU Lup, and at 0.42" (55 AU) for Elias 24. In the case of RU Lup, the proper motion of the candidate is consistent with a stationary background contaminant, based on the astrometry derived from our observations and available archival data. For Elias 24 the point-like source candidate is located in one of the disk gaps at 55 AU. Assuming it is a planetary companion, our analysis suggest a mass ranging from $0.5 M_J$ up to $5 M_J$, depending on the presence of a circumplanetary disk and its contribution to the luminosity of the system. However, no clear confirmation is obtained at this stage, and follow-up observations are mandatory to verify if the proposed source is physical, comoving with the stellar host, and associated with a young massive planet sculpting the gap observed at 55\,AU. For all the remaining systems, the lack of detections suggests the presence of planetary companions with masses lower than $5M_J$, based on our derived mass detection limits. This is consistent with predictions of both hydrodynamical simulations and kinematical signatures on the disk, and allows us to set upper limits on the presence of massive planets in these young disks.