Interstellar linear polarization has been observed in the K (2.2 μm) and L′ (3.8 μm) bands for 30 stars. The K band results generally agree with the previous measurements. The L′ polarization, obtained for the first time is larger for most stars than Serkowski's and Wilking's empirical formulae predict. From these observations, a power-law dependence of polarization ∼λ-2 in the wavelength range of λ = 1.25-2.2 μm is proposed, this dependence is similar to that of interstellar extinction. The decrease of polarization from K to L′ is even slower than this power law. This might be also similar to the extinction law, but confirmation by further observations is necessary.