High-energy neutrinos are a promising tool for identifying astrophysical sources of high and ultra-high energy cosmic rays (UHECR). Prospects of detecting neutrinos at high energies ($\gtrsim$TeV) from blazars have been boosted after the recent association of IceCube-170922A and TXS 0506+056. We investigate the high-energy neutrino, IceCube-190331A, a high-energy starting event (HESE) with a high likelihood of being astrophysical in origin. We initiated a Swift/XRT and UVOT tiling mosaic of the neutrino localisation, and followed up with ATCA radio observations, compiling a multiwavelength SED for the most likely source of origin. NuSTAR observations of the neutrino location and a nearby X-ray source were also performed. We find two promising counterpart in the 90% confidence localisation region and identify the brightest as the most likely counterpart. However, no Fermi/LAT $\gamma$-ray source and no prompt Swift/BAT source is consistent with the neutrino event. At this point it is unclear whether any of the counterparts produced IceCube-190331A. We note that the Helix Nebula is also consistent with the position of the neutrino event, and we calculate that associated particle acceleration processes cannot produce the required energies to generate a high-energy HESE neutrino.