The central region of the Milky Way Galaxy provides a unique laboratory for a systematic, spatially resolved population study of evolved massive stars of various types in a relatively high-metallicity environment. We have conducted a multiwavelength data analysis of 180 such stars or candidates, most of which were drawn from a recent large-scale Hubble Space Telescope (HST)/Near-Infrared Camera and MultiObject Spectrometer (NICMOS) narrow-band Paschen α survey, plus additional 14 Wolf–Rayet stars identified in earlier ground-based spectroscopic observations of the same field. The multiwavelength data include broad-band infrared (IR) photometry measurements from HST/NIC2, Simultaneous three-colour InfraRed Imager for Unbiased Surveys (SIRIUS), Two-Micron All-Sky Survey (2MASS), Spitzer/IRAC and X-ray observations from Chandra. We correct for extinctions towards individual stars, improve the Paschen α line equivalent width measurements, quantify the substantial mid-IR dust emission associated with carbon sequence Wolf–Rayet (WC) stars and find X-ray counterparts. In the process, we identify 10 foreground sources, some of which may be nearby cataclysmic variables. The nitrogen sequence Wolf–Rayet (WN) stars in the Arches and Central clusters show correlations between the Paschen α equivalent width and the adjacent continuum emission. However, the WN stars in the latter cluster are systematically dimmer than those in the Arches cluster, presumably due to the different ages of the two clusters. In the equivalent width–magnitude plot, late-type nitrogen sequence Wolf–Rayet (WNL) stars, WC stars and OB supergiants roughly fall into three distinct regions. We estimate that the dust mass associated with individual WC stars in the quintuplet cluster can reach 10−5 M⊙, or more than one order of magnitude larger than previous estimates. Thus, WC stars could be a significant source of dust in the galaxies of the early Universe. Nearly half of the evolved massive stars in the Galactic Centre are located outside the three known massive stellar clusters. The ionization of several compact H ii regions can be accounted for by their enclosed individual evolved massive stars, which thus likely formed in isolation or in small groups.