Context. Spectral variability is the main tool for constraining emission models of BL Lac objects. Aims. By means of systematic observations of the BL Lac prototype PKS 2155-304 in the infrared-optical band, we explore variability on scales of months, days, and hours. Methods. We made our observations with the robotic 60 cm telescope REM located at La Silla, Chile, and VRIJHK filters were used. Results. PKS 2155-304 was observed from May to December 2005. The wavelength interval explored, the total number of photometric points, and the short integration time render our photometry substantially superior to previous ones for this source. On the basis of the intensity and colour, we distinguish three different states of the source, each lasting months, which include all those described in the literature. In particular, we report the highest state ever detected in the H band. The source varied by a factor of 4 in this band, much more than in the V band (a factor ≈2). The source softened with increasing intensity, in contrast to the general pattern observed in the UV-X-ray bands. On five nights in November we had nearly continuous monitoring for 2–3 h. A variability episode on a time scale of τ ≈ 24 h is well-documented, and a much more rapid flare with τ = 1–2 h, is also apparent, but is supported by relatively few points. Conclusions. The overall spectral energy distribution of PKS 2155-304 is commonly described by a synchrotron-self-Compton model. The optical infrared emission is in excess of the expectation of the model in its original formulation. This can be explained by a variation in the frequency of the synchrotron peak, which is not unprecedented in BL Lacs. Key words. galaxies: active – galaxies: BL Lacertae objects: individual: PKS 2155-304