We report the results of optical-infrared follow-up observations of the gravitational wave (GW) event GW151226 detected by the Advanced LIGO in the framework of J-GEM (Japanese collaboration for Gravitational wave ElectroMagnetic follow-up). We performed wide-field optical imaging surveys with the Kiso Wide Field Camera (KWFC), Hyper Suprime-Cam (HSC), and MOA-cam3. The KWFC survey started at 2.26 d after the GW event and covered 778 deg2 centered at the high Galactic region of the skymap of GW151226. We started the HSC follow-up observations from ̃12 d after the event and covered an area of 63.5 deg2 of the highest probability region of the northern sky with limiting magnitudes of 24.6 and 23.8 for the i and z bands, respectively. MOA-cam3 covered 145 deg2 of the skymap with the MOA-red filter ̃2.5 mon after the GW alert. The total area covered by the wide-field surveys was 986.5 deg2. The integrated detection probability for the observed area was ̃29%. We also performed galaxy-targeted observations with six optical and near-infrared telescopes from 1.61 d after the event. A total of 238 nearby (≤100 Mpc) galaxies were observed with a typical I band limiting magnitude of ̃19.5. We detected 13 supernova candidates with the KWFC survey, and 60 extragalactic transients with the HSC survey. Two thirds of the HSC transients were likely supernovae and the remaining one third were possible active galactic nuclei. With our observational campaign, we found no transients that are likely to be associated with GW151226.