Context : The red dwarf star K2-22 is transited every 9.14 hours by an object which is best explained by being a disintegrating rocky exoplanet featuring a variable comet-like dust tail . While the dust is thought to dominate the transit light curve , gas is also expected to be present , either from being directly evaporated off the planet or by being produced by the sublimation of dust particles in the tail . Aims : Both ionized calcium and sodium have large cross-sections , and although present at low abundance , exhibit the strongest atomic absorption features in comets . We therefore also identify these species as the most promising tracers of circumplanetary gas in evaporating rocky exoplanets and search for them in the tail of K2-22 b to constrain the gas-loss and sublimation processes in this enigmatic object . Methods : We observed four transits of K2-22 b with X-shooter on the Very Large Telescope operated by ESO to obtain time series of intermediate-resolution ( R \sim 11400 ) spectra . Our analysis focussed on the two sodium D lines ( 588.995 nm and 589.592 nm ) and the Ca ^ { + } triplet ( 849.802 nm , 854.209 nm , and 866.214 nm ) . The stellar calcium and sodium absorption was removed using the out-of-transit spectra . We searched for planet-related absorption in the velocity rest frame of the planet , which changes from approximately - 66 to +66 km s ^ { -1 } during the transit . Results : Since K2-22 b exhibits highly variable transit depths , we analysed the individual nights and their average . By injecting signals we reached 5 \sigma upper limits on the individual nights that range from 11 % - 13 % and 1.7 % - 2.0 % for the sodium and ionized calcium absorption of the tail , respectively . Night 1 was contaminated by its companion star so we considered weighted averages with and without Night 1 and quote conservative 5 \sigma limits without Night 1 of 9 % and 1.4 % , respectively . Assuming their mass fractions to be similar to those in the Earth ’ s crust , these limits correspond to scenarios in which 0.04 % and 35 % of the transiting dust is sublimated and observed as absorbing gas . However , this assumes the gas to be co-moving with the planet . We show that for the high irradiation environment of K2-22 b , sodium and ionized calcium could be quickly accelerated to 100s of km s ^ { -1 } owing to radiation pressure and entrainment by the stellar wind , making these species much more difficult to detect . No evidence for such possibly broad and blue-shifted signals are seen in our data . Conclusions : Future observations aimed at observing circumplanetary gas should take into account the possible broad and blue-shifted velocity field of atomic and ionized species .