One of the main goals of Mars exploration is to determine the characteristics of surface materials to shed light on its geological evolution. To this end, infrared spectra, acquired by ground-based observations and by space-borne remote sensing, represent one of the most diagnostic tools. In order to best interpret these data a careful comparison with laboratory spectra of Martian surface analogues is needed. In the present work we report the results of transmittance, specular, and diffuse biconical reflectance measurements of three materials potentially representative of bright regions on the surface of Mars: andesite, palagonite, and montmorillonite. Few spectroscopic data are available in the literature for andesite; the palagonite from Etna volcano exhibits important differences from Hawaiian palagonite. Although montmorillonite has been already studied by various authors, it was included here in order to build a self-consistent set of data. The infrared spectral range covered by our measurements (400--6000 cm-1) matches most of the Mars radiance spectrum, and the spectral resolution of 2 cm-1 has allowed us to perform an accurate band identification. Using the measurements, we have computed the optical constants of the samples. The chemical and morphological characterization of the analyzed samples has allowed us to perform a careful interpretation of the observed spectral features. The dependence of the band intensities, observed in diffuse reflectance, on the particle size was used to identify fundamental and combination/overtone bands. This complex of laboratory data obtained by morphological, chemical, and spectroscopic analyses provides a reference for the Martian mineral identification through interpretation of remote observations.