The supermassive black hole Sgr A* is located at the Milky Way center. We studied its flaring activity close to the DSO/G2 pericenter passage with XMM-Newton, HST/WFC3, VLT/SINFONI, CARMA and VLA to constrain the physical properties and origin of the flares. We detected two X-ray and three NIR flares on 2014 Mar. 10 and Apr. 2 with XMM-Newton and HST and two NIR flares on 2014 Apr. 3 and 4 with VLT. The 2014 Mar. 10 X-ray flare has a long rise and a rapid decay. Its NIR counterpart peaked 4320 s before the X-ray peak implying a variation in the X-ray-to-NIR flux ratio. This flare may be a single flare where change in the flux ratio is explained by the adiabatic compression of a plasmon or two close flares with simultaneous X-ray/NIR peaks. We observed an increase in the rising radio flux density on 2014 Mar. 10 with the VLA. It could be the delayed emission from a NIR/X-ray flare preceding our observation. The 2014 Apr. 2 X-ray flare occurred for HST in the Earth occultation of Sgr A*. We thus only observed the start of its NIR counterpart. After the occultation, we observed the decay phase of a bright NIR flare with no X-ray counterpart. On 2014 Apr. 3, two CARMA flares were observed. The first one may be the delayed emission of a VLT NIR flare. We thus observed a total of seven NIR flares whose three have an X-ray counterpart. We studied the physical parameters of the flaring region for each NIR flare but none of the possible radiative processes can be ruled out for the X-ray flares creation. Our X-ray flaring rate is consistent with those observed in the 2012 Chandra XVP campaign. No increase in the flaring activity was thus triggered close to the DSO/G2 pericenter passage. Moreover, higher X-ray flaring rates had already been observed with no increase in the quiescent level. There is thus no direct link between an X-ray flaring-rate increase and an accretion-rate change.