The binary system gamma-2 Velorum (WC8+O7.5) contains the nearest known Wolf-Rayet star to the Sun, at a distance of 258$_{-31}^{+41}$ pc. Its strong radio emission shows evidence for a partially absorbed nonthermal component, which has been interpreted as synchrotron emission from electrons accelerated in the colliding wind region. Inverse Compton cooling of these electrons in the intense UV radiation field from the O-type companion star could produce a significant hard X-ray and gamma-ray emission, whose flux depends on the ratio of the energy densities of magnetic to seed photon fields. The Vela region was observed with the INTEGRAL satellite in 2003, as part of the Core Programme. No signals from gamma-2 Vel are detected in the images obtained with the IBIS/ISGRI coded aperture instrument in the energy ranges 20-40 and 40-80 keV. From the derived 3$\sigma$ upper limits, we show that the average magnetic field near the region of stellar wind collision should be relatively high, greater than about 1 G. The high-energy emission of gamma-2 Vel might be detected with the forthcoming GLAST experiment.