Optical and near-infrared observations of Anomalous X-ray pulsars

We present recent results of our program of deep optical and near-infrared observations of AXPs. We find that the counterpart to AXP 4U 0142+61 has a peculiar spectral energy distribution. The counterpart is remarkably bright in the near-infrared, but is not detected in the B band. We also present the possible detection of a second AXP counterpart, namely that of AXP 1E 2259+586.