We present the first optical polarimetric study of the two transitional pulsars PSR J1023+0038 and XSS J12270-4859 . This work is focused on the search for intrinsically linearly polarised optical emission from the two systems . To this aim , we carried out multiband optical ( BVRi ) and near–infrared ( JHK ) photo–polarimetric observations of the two systems using the ESO New Technology Telescope ( NTT ) at La Silla ( Chile ) , equipped with the EFOSC2 and the SOFI instruments . The system XSS J12270-4859 was observed during its radio–pulsar state ; we did not detect a significant polarisation degrees in all bands , with 3 \sigma upper limits of , e.g. , 1.4 \% in the R –band . We built the NIR–optical averaged spectral energy distribution ( SED ) of the system , that could be well described by an irradiated black body with radius R _ { * } = 0.33 \pm 0.03 R _ { \odot } and albedo \eta = 0.32 \pm 0.05 , without the need of further components ( thus excluding the visible presence of an extended accretion disc and/or of relativistic jets ) . The case was different for PSR J1023+0038 , that was in its accretion phase during our campaign . We measured a linear polarisation of 1.09 \pm 0.27 \% and 0.90 \pm 0.17 \% in the V and R bands , respectively . The phase–resolved polarimetric curve of the source in the R – band reveals a hint of a sinusoidal modulation at the source 4.75 hr orbital period , peaked at the same orbital phase as the light–curve . The measured optical polarisation of PSR J1023+0038 could in principle be interpreted as electron scattering with free electrons ( that can be found in the accretion disc of the system or even in the hot corona that sorrounds the disc itself ) or to synchrotron emission from a relativistic particles jet or outflow . However , the NIR–optical SED of the system built starting from our dataset did not suggest the presence of a jet . We conclude that the optical linear polarisation observed for PSR J1023+0038 is possibly due to Thomson scattering with electrons in the disc , as also suggested from the possible modulation of the R –band linear polarisation at the system orbital period .