Context. Optical interferometry allows a measurement of the intensity profile across a stellar disc, leading to a direct test and calibration of theoretical model atmospheres as well as to a precise determination of fundamental stellar parameters. Aims. We present a comparison of the visual and near-infrared intensity profile of the M0 giant γ Sagittae to plane-parallel ATLAS 9 as well as to plane-parallel and spherical PHOENIX model atmospheres. Methods. We use previously described visual interferometric data obtained with the Navy Prototype Optical Interferometer (NPOI) in July 2000. We apply the recently developed technique of coherent integration, and thereby obtain visibility data of more spectral channels (526-852 nm) and with higher precision than before. In addition, we employ new measurements of the near-infrared K-band (∼2200 nm) diameter of γ Sagittae obtained with the instrument VINCI at the ESO VLT Interferometer (VLTI) in 2002. Results. The spherical PHOENIX model leads to a precise definition of the Rosseland angular diameter and a consistent high-precision diameter value for our NPOI and VLTI/VINCI data sets of Θ Ross = 6.06 ± 0.02 mas, with the Hipparcos parallax corresponding to R Ross = 55 ± 4 R , and with the bolometric flux corresponding to an effective temperature T eff = 3805 ± 55 K. Our visual visibility data close to the first minimum and in the second lobe constrain the limb-darkening effect and are generally consistent with the model atmosphere predictions. The visual closure phases exhibit a smooth transition between 0 and π. Conclusions. The agreement between the NPOI and VINCI diameter values increases the confidence in the model atmosphere predictions from optical to near-infrared wavelengths as well as in the calibration and accuracy of both interferometric facilities. The consistent night-by-night diameter values of VINCI give additional confidence in the given uncertainties. The closure phases suggest a slight deviation from circular symmetry, which may be due to surface features, an asymmetric extended layer, or a faint unknown companion.