Atmospheric extinction data covering a long period are analysed. We present infrared atmospheric extinction in the J, H and K bands obtained at the Teide Observatory from 1989 to 1997. We find high-quality statistical values, similar to those of other good sites, such as Mauna Kea. We devote special attention to the study of the dependence of the atmospheric extinction coefficient on wavelength for nights with Saharan dust. The behaviour of the dust is grey in J and H, but not at longer wavelengths.