The Cosmic Microwave Background (CMB) anisotropies are thought to be statistically isotropic and Gaussian. However, several anomalies are observed, including the CMB Cold Spot, an unexpected cold $\sim 10^{\circ}$ region with $p$-value $\lesssim 0.01$ in standard $\Lambda$CDM. One of the proposed origins of the Cold Spot is an unusually large void on the line of sight, that would generate a cold region through the combination of integrated Sachs-Wolfe and Rees-Sciama effects. In the past decade extensive searches were conducted in large scale structure surveys, both in optical and infrared, in the same area for $z \lesssim 1$ and did find evidence of large voids, but of depth and size able to account for only a fraction of the anomaly. Here we analyze the lensing signal in the Planck CMB data and rule out the hypothesis that the Cold Spot could be due to a large void located anywhere between us and the surface of last scattering. In particular, computing the evidence ratio we find that a model with a large void is disfavored compared to $\Lambda$CDM, with odds 1 : 13 (1 : 20) for SMICA (NILC) maps, compared to the original odds 56 : 1 (21 : 1) using temperature data alone.
Comment: v2: typos corrected in some equations; extra analysis in Section 5. Accepted for publication in JCAP