Data set of optical constants of CO and CO2 in the IR and THz ranges (0.3–12.0 THz). These data are used to compute the opacity of coated materials in an astrophysical context in our accepted article for publication in A&A, 2022. The following link provides access to the "qabs" open access code and its source to calculate the opacity using the optical constants. The code computes Qabs, Qsca, and Qext from the refractive index or the dielectric constant using Mie's theory: https://bitbucket.org/tgrassi/compute_qabs/src/master/ The link redirects you to an open-access environment where to execute the code properly.