We present spectroscopy and imaging with the Very Large Telescope (VLT) of the neutron star RX J1856.5-3754. Little is known about the nature of this source other than that it is a nearby hot neutron star. Our VLT spectrum does not show any strong emission or absorption features. With considerable care to photometric calibration, we obtain photometric measurements over the optical and ultra-violet (UV) using our VLT observations and a detailed analysis of archival Hubble Space Telescope data. We find that the entire optical to UV spectral energy distribution is well described by a slightly reddened Rayleigh-Jeans tail (fλ=(2.96±0.06)x10–19(λ/5000Å)–4*10–0.4(0.12±0.05)(Aλ/AV_-1.138)erg/s/cm2^/Å, where Aλ/AV is the reddening curve; implied V=25.58±0.02). The reddening is consistent with the interstellar absorption inferred from X-ray spectroscopy. The simplest explanation for this Rayleigh-Jeans emission is that the optical-UV radiation arises from thermal emission from the surface of the neutron star. The high degree to which the data conform to the Rayleigh-Jeans tail significantly limits contributions from other sources of emission. In particular, our observations are inconsistent with the presence of an accretion disk and also strongly constrain the amount of magnetospheric emission from this enigmatic neutron star.