Accurate measurements of the physical characteristics of a large number of exoplanets are useful to strongly constrain theoretical models of planet formation and evolution, which lead to the large variety of exoplanets and planetary-system configurations that have been observed. We present a study of the planetary systems WASP-45 and WASP-46, both composed of a main-sequence star and a close-in hot Jupiter, based on 29 new high-quality light curves of transits events. In particular, one transit of WASP-45 b and four of WASP-46 b were simultaneously observed in four optical filters, while one transit of WASP-46 b was observed with the NTT obtaining a precision of 0.30 mmag with a cadence of roughly 3 min. We also obtained five new spectra of...