In this work, we looked for simultaneous brigthness variations in the optical and near-infrared bands in the TeV BL Lacs PKS 2005-489 and PKS 2155-304, covering time scales from minutes to a few years. Between 2001 and 2003, we carried out optical and near-infrared observations using two telescopes at the Pico dos Dias Observatory (LNA, Brazil), reaching a time resolution in the light curves of about 14min at optical wavelengths and 6 min in the infrared. For both sources the variability analysis was done after the contribution of the host galaxy was subtracted from the observed flux. In PKS 2005-489 we detected for the first time optical and near-infrared variations on time scales of minutes. Both sources presented variability on different time scales and with complex and distinct spectral behavior. This behavior favors a scenario in which the variability is produced by the formation and fast evolution of shock waves in the quiescent or slowly varying nuclear jet.