Context. Since it started observing the sky, the INTEGRAL satellite has discovered new categories of high mass X-ray binaries (HMXB) in our Galaxy. These observations raise important questions on the formation and evolution of these rare and short-lived objects. Aims. We present here new infrared observations from which to reveal or constrain the nature of 15 INTEGRAL sources, which allow us to update and discuss the Galactic HMXB population statistics. Methods. After previous photometric and spectroscopic observing campaigns in the optical and near-infrared, new photometry and spectroscopy was performed in the near-infrared with the SofI instrument on the ESO/NTT telescope in 2008 and 2010 on a sample of INTEGRAL sources. T...