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The long-term optical and infrared variability of the BL Lac object PKS 0537 − 441 has been studied. The source exhibits strong variability in the optical and infrared bands, and long-term variations of spectral indices have been analysed. The results indicate that there is a complex relationship between the spectral index and the brightness. In the low state, a redder-when-brighter chromatism has been found, in the sense that the spectrum steepens as the brightness increases, whereas in the high state, the source shows an opposite trend. The correlations between different bands have been investigated by means of the discrete correlation function method. The results show that the variations in the various optical and infrared bands are strongly correlated, but with no significant lags. It is, however, expected that there will be time lags of minutes to hours between the bands. Therefore, any attempt to detect the …