The optical properties of the heavy fermion family CeMIn5 (M=Co, Rh, Ir) have been determined in the photon energy range from 2 meV to 4.5 eV using the combination of near normal incidence reflectivity (2 meV-0.8 eV) and ellipsometry (0.8-4.5 eV). In all compounds signatures of the formation of a coherent state are found. However, as a result of the competition with antiferromagnetism, the energy region where the coherent state occurs is much lower in the compound that orders magnetically.