Classical pulsating stars such as Cepheid and RR Lyrae variables exhibit well-defined Period–Luminosity relations at near-infrared wavelengths. Despite their extensive use as stellar standard candles, the effects of metallicity on Period–Luminosity relations for these pulsating variables, and in turn, on possible biases in distance determinations, are not well understood. We present ongoing efforts in determining accurate and precise metallicity coefficients of Period–Luminosity-Metallicity relations for classical pulsators at near-infrared wavelengths. For Cepheids, it is crucial to obtain a homogeneous sample of photometric light curves and high-resolution spectra for a wide range of metallicities to empirically determine metallicity coefficient and reconcile differences with the predictions of the theoretical models. For RR Lyrae variables, using their host globular clusters covering a wide range of metallicities, we determined the most precise metallicity coefficient at near-infrared wavelengths, which is in excellent agreement with the predictions of the horizontal branch evolution and stellar pulsation models.