Transition metal monopnictides represent a new class of topological semimetals with low-energy excitations, namely, Weyl fermions. We report optical properties across a wide spectral energy range for TaAs, TaP, NbAs and NbP, calculated within density functional theory. Spectra are found to be somewhat independent of the anion and the light polarization. Their features are explained in terms of the upper s, p, d, and f electrons. Characteristic absorption features are related to the frequency dependence of the Fresnel reflectivity. While the lower part of the energy loss spectra is dominated by plasmonic features, the high-energy structures are explained by interband transitions.