I can find many related questions but the given solutions are outdated and doesn't work anymore. The most common solution I could find is:
add_filter( 'pre_option_woocommerce_default_gateway' . '__return_false', 99 );
but this doesn't work with the latest versions of WooCommerce.
I have also tried to set an empty value in WooCommerce session:
WC()->session->set( 'chosen_payment_method', '' );
This is not working either, woocommerce will select by default the first gateway listed in checkout anyways...