The relation between the X-ray, coronal line and IR emission in a sample of the brightest known Seyfert galaxies is analyzed. A close relationship between the absorption-corrected soft X-ray emission and both the mid-IR and the coronal line emission is found for the Seyfert 2-type objects in the sample. The coronal line and X-ray emission both being main tracers of AGN activity, their relationship with the mid-IR emission points to the AGN as the main heater of the circumnuclear dust. On the other hand, the above relations do not appear to hold in the much-reduced number of Seyfert 1s analyzed in this work. This is partly due to the fact that the soft X-ray emission in these objects is systematically larger by at least an order of magnitude than that in the Seyfert 2 counterparts. Finally, the hard X-ray emission in both Seyfert types appears to be unrelated to either the mid-IR or the coronal line emission.