We report transmission measurements at cryogenic temperatures for 4 broad-band filters of the Mauna Kea Observatories (MKO) near-infrared filter set and 5 narrow-band filters. The spectral scans were collected using the multi-mode IR instrument of the TNG telescope (NICS) in which these filters are permanently mounted and commonly used for astronomical observations. We determined the transmission curves at a temperature of 78 K and found no significant red-leak up to 2.6 mu m, the data are available in electronic form on the TNG web page. We also estimated the variation of the wavelength response with the incidence angle and found it compatible with an effective refractive index of =~ 2 (see Eq. ( ef{eq1})).