The graviational wave event GW190814/S190814bv represents the first extremely high-probability merger between a neutron star and black hole. This compact binary merger was detected through gravitational waves by the LIGO/Virgo interferometers, with masses suggestive of a NS-BH merger, in O3. We imaged the LIGO/Virgo localization region using the MegaCam instrument on the 3.6m Canada-France-Hawaii Telescope. We describe our hybrid observing strategy of both tiling and galaxy-targeted observations to search for an electromagnetic counterpart to the event. Our observing campaign produced some of the deepest multi-band images of the region between 1.7 and 8.7 days post-merger, reaching a 5-σ depth of 22.8 in the g-band at 1.7 days and 23.1, 23.9 in the i-band at 3.7 and 8.7 days, respectively. These observations cover a mean total integrated probability of 68.8% of the localization region. We find no compelling candidate transient counterparts to this mergerin our images, which suggests that either the lighter object was tidally disrupted inside of the BH’s innermost stable circular orbit, the transient lies outside of the observed sky footprint, or the lighter object belongs to a new class of low-mass black holes. We use our source detection upper limits in the NS-BH interpretation of this merger to constrain the mass of the kilonova ejecta to be < 0.015 solar masses for a ‘blue’ kilonova, and > 0.04 solar masses for a ‘red’ kilonova. Our observations emphasize the key role of large-aperture telescopes and wide-field imagers such as CFHT MegaCam in enabling deep searches for electromagnetic counterparts to gravitational wave events.