Since more than a century, the period-luminosity relation of Cepheid stars is a funda- mental step of the cosmological distance ladder. However, the distance estimates from this law are only accurate to ∼ 5 % and this uncertainty is mainly due to its calibration. The enhancement of this calibration requires an accurate and independent determination of the distances of a sample of nearby Cepheids. Until recently, Cepheids were considered as devoid of circumstellar material. In 2005, interferometric observations with VLTI/VINCI and CHARA/FLUOR revealed the existence of a circumstellar envelope (CSE) around some Cepheids. This surrounding material is particularly interesting for two reasons : it could have an impact on the distance estimates a...