Drupal 7: adding html (image) to view's exposed filters fields
Solved: I am using BEF module (Better Exposed Filters) that, in row 532 of better_exposed_filters.theme used to check_plain even the label.

Commenting that line do the trick, knowing that youre raping someone'else module (but this is the only way i found since there is no an option to dont check_plain the label)