Properties of the cold interstellar medium of low-metallicity galaxies are not well-known due to the faintness and extremely small scale on which emission is expected . We present deep ALMA band 6 ( 230 GHz ) observations of the nearby , low-metallicity ( 12 + \log ( O / H ) = 7.25 ) blue compact dwarf galaxy SBS 0335 - 052 at an unprecedented resolution of 0.2 arcsec ( 52 pc ) . The ^ { 12 } CO J =2 \rightarrow 1 line is not detected and we report a 3- \sigma upper limit of L _ { CO ( 2 - 1 ) } = 3.6 \times 10 ^ { 4 } K km s ^ { -1 } pc ^ { 2 } . Assuming that molecular gas is converted into stars with a given depletion time , ranging from 0.02 to 2 Gyr , we find lower limits on the CO-to-H2 conversion factor \alpha _ { CO } in the range 10 ^ { 2 } -10 ^ { 4 } M _ { \odot } pc ^ { -2 } ( K km s ^ { -1 } ) ^ { -1 } . The continuum emission is detected and resolved over the two main super star clusters . Re-analysis of the IR-radio spectral energy distribution suggests that the mm-fluxes are not only free-free emission but are most likely also associated with a cold dust component coincident with the position of the brightest cluster . With standard dust properties , we estimate its mass to be as large as 10 ^ { 5 } M _ { \odot } . Both line and continuum results suggest the presence of a large cold gas reservoir unseen in CO even with ALMA .