We have analyzed the activity of four UX Ori stars in the near-IR ( JHKL) and visual ( V) using the results of long-term photometric observations. For comparison, we also obtained IR ( JHKLM) photometric observations of two visually quiet young stars of close spectral types (AB Aur and HD 190073). For the photometrically most active UX Ori stars BF Ori, CQ Tau, and WW Vul, the Algol-like declines of brightness in the visual, which are due to sporadic enhancements of the circumstellar extinction, are also observed (with decreasing amplitude) in the IR bands. A strict correlation between the V and J brightness variations is observed for all the stars except for SV Cep. For some of the UX Ori stars, a strong correlation between the visual and IR activity is observed up to L, where the main contribution to the emission is made by circumstellar dust. In the case of SV Cep, the visual variability is not correlated with the variability of the IR fluxes. On one occasion, a clear anti-correlation was even observed: a