The choice of parameters for laser beams used in the treatment of musculoskeletal diseases is of great importance. First, to reach high penetration depths into biological tissue and, secondly, to achieve the required effects on a molecular level. The penetration depth depends on the wavelength since there are multiple light-absorbing and scattering molecules in tissue with different absorption spectra. The present study is the first comparing the penetration depth of 1064 nm laser light with light of a smaller wavelength (905 nm) using high-fidelity laser measurement technology. Penetration depths in two types of tissue ex vivo (porcine skin and bovine muscle) were investigated. The transmittance of 1064 nm light through both tissue types was consistently higher than of 905 nm light. The largest differences (up to 5.9%) were seen in the upper 10 mm of tissue, while the difference vanished with increasing tissue thickness. Overall, the differences in penetration depth were comparably small. These results may be of relevance in the selection of a certain wavelength in the treatment of musculoskeletal diseases with laser therapy.