The existence, in the Galaxy, of small absorbing dust grains has been known for a long time, as they redden the light of stars located behind them, and obscure by amounts which can often even be several magnitudes… In the infrared, where absorption is smaller, one can see through the dust, while at the same time, one can observe the emission of cold dust clouds. After a brief review of technical developments, the reasons for studying the infrared, and the principles of diagnostics, are given. The analysis of the spectral features leads to identification of ice, graphite, and various silicates, as main constituents of the dust. In the fifth section, examples are given of the various sources that one meets when travelling in the Galaxy: protostars, cold and dilute, dense envelopes of young stars (cold or hot), dilute envelopes of not so young stars, and ejected clouds surrounding evolved objects… The simultaneous observation of dust, molecules and atoms, in the same regions, shows that the knowledge of the circumstellar dense regions might be of a great interest, in the study of the origin of life, and of the evolution of the Universe.