We report the time-resolved spectral analysis of a bright near-infrared and moderate X-ray flare of Sgr A(*). We obtained light curves in the M, K, and H bands in the mid- and near-infrared and in the 2 - 8 keV and 2 - 70 keV bands in the X-ray. The observed spectral slope in the near-infrared band is nu L-nu proportional to proportional to nu(0.5 +/- 0.2); the spectral slope observed in the X-ray band is nu L-nu proportional to nu(-0.7 +/- 0.5). Using a fast numerical implementation of a synchrotron sphere with a constant radius, magnetic field, and electron density (i.e., a one-zone model), we tested various synchrotron and synchrotron self-Compton scenarios. The observed near-infrared brightness and X-ray faintness, together with the obs...