Unbiased angular diameter measurements are required for accurate distances to Cepheids using the interferometric Baade Wesselink method ( IBWM ) . The precision of this technique is currently limited by interferometric measurements at the 1.5 % level . At this level , the center-to-limb darkening ( CLD ) and the presence of circumstellar envelopes ( CSE ) seem to be the two main sources of bias . The observations we performed aim at improving our knowledge of the interferometric visibility profile of Cepheids . In particular , we assess the systematic presence of CSE around Cepheids in order determine accurate distances with the IBWM free from CSE biased angular diameters . We observed a Cepheid ( Y Oph ) for which the pulsation is well resolved and a non-pulsating yellow supergiant ( \alpha Per ) using long-baseline near-infrared interferometry . We interpreted these data using a simple CSE model we previously developed . We found that our observations of \alpha Per do not provide evidence for a CSE . The measured CLD is explained by an hydrostatic photospheric model . Our observations of Y Oph , when compared to smaller baseline measurements , suggest that it is surrounded by a CSE with similar characteristics to CSE found previously around other Cepheids . We have determined the distance to Y Oph to be d = 491 \pm 18 \mathrm { pc } . Additional evidence points toward the conclusion that most Cepheids are surrounded by faint CSE , detected by near infrared interferometry : after observing four Cepheids , all show evidence for a CSE . Our CSE non-detection around a non-pulsating supergiant in the instability strip , \alpha Per , provides confidence in the detection technique and suggests a pulsation driven mass-loss mechanism for the Cepheids .