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We report the strategy and results of our radial velocity follow-up campaign with the SOPHIE spectrograph (1.93-m OHP) of four transiting planetary candidates discovered by the Kepler space mission. We discuss the selection of the candidates KOI-428, KOI-410, KOI-552, and KOI-423. KOI-428 was established as a hot Jupiter transiting the largest and the most evolved star discovered so far and is described by Santerne et al. (2011a). KOI-410 does not present radial velocity change greater than 120 m/s, which allows us to exclude at 3 sigma a transiting companion heavier than 3.4 Mjup. KOI-552b appears to be a transiting low-mass star with a mass ratio of 0.15. KOI-423b is a new transiting companion in the overlapping region between massive planets and brown dwarfs. With a radius of 1.22 +- 0.11 Rjup and a mass of 18.0 +- 0.92 Mjup, KOI-423b is orbiting an F7IV star with a period of 21.0874 +- 0.0002 days and an eccentricity of 0.12 +- 0.02. From the four selected Kepler candidates, at least three of them have a Jupiter-size transiting companion, but two of them are not in the mass domain of Jupiter-like planets. KOI-423b and KOI-522b are members of a growing population of known massive companions orbiting close to an F-type star. This population currently appears to be absent around G-type stars, possibly due to their rapid braking and the engulfment of their companions by tidal decay.