We study the extinction properties of dust in the well-defined dust lanes of four highly inclined galaxies using U-, B-, V-, R- and I-band CCD and J- and K'-band Near-Infrared array images. For three of these galaxies, we could use the symmetry of the underlying light profile to obtain absolute extinction values in the dust lanes. Maximum values for the dust extinction near the the centres of the galaxies range between 2 and 3 magnitudes in B; this extinction falls rapidly with radius away from the galactic centres. We study the extinction law in these three galaxies by investigating the extinction ratios A_lambda/A_V, finding good agreement with the extinction law in our Galaxy and in the Sombrero galaxy (NGC 4594). We have fitted the observations using different models of dust distribution: with a screen of dust in front of the stellar sources, and with the dust uniformly mixed with the stars, discussing also the effects of scattered and parasitic light. We find that the observational results are consistent with a universal law for dust extinction in the visible and near-infrared ranges.