We observed the field of GRB 090519 (Swift trigger 352648, M. Perri et al., GCN 9400) simultaneously in g'r'i'z'JHK with GROND mounted at the 2.2m ESO/MPI telescope at La Silla Observatory (Chile). Observations started on 19 May 2009 at 23:44 UT, 2.5 h after the burst, under challenging sky conditions with cirrus. We detect the afterglow at a position consistent with the enhanced XRT error circle and NOT (Thoene et al., GCN 9403). With an exposure time of 40min in JHK and 49min in griz, preliminary photometry yields the following AB magnitudes: g =25.0 +-0.4 r =23.5 +-0.2 i =23.5 +-0.3 z >23.6 J >21.9 H >20.7 K >19.9 calibrated using SDSS and 2MASS field stars. The quoted magnitudes are not corrected for the galactic foreground extinction corresponding to a reddening of E_(B-V)=0.04. The large g-i color as compared to r-i indicates that the Lyman break may be located in the g' band. Fitting the SED with Hyper-Z results in a preliminary photometric redshift of z = 3.9+0.4-0.7, assuming no intrinsic extinction.