Recent estimates of the Cepheid distance modulus of NGC 6822 differ by 0.18 mag. To investigate this we present new multi-epoch JHKS photometry of classical Cepheids in the central region of NGC 6822 and show that there is a zero-point difference from earlier work. These data together with optical and mid-infrared observations from the literature are used to derive estimates of the distance modulus of NGC 6822. A best value of 23.40 mag is adopted, based on a Large Magellanic Cloud (LMC) distance modulus of 18.50 mag. The standard error of this quantity is ∼0.05 mag. We show that to derive consistent moduli from Cepheid observations at different wavelengths, it is necessary that the fiducial LMC period–luminosity relations at these wavelengths should refer to the same subsample of stars. Such a set is provided. A distance modulus based on RR Lyrae variables agrees with the Cepheid result.