We present a systematic study of both the temperature and frequency dependence of the optical response in TaAs, a material that has recently been realized to host the Weyl semimetal state. Our study reveals that the optical conductivity of TaAs features a narrow Drude response alongside a conspicuous linear dependence on frequency. The width of the Drude peak decreases upon cooling, following a $T^{2}$ temperature dependence which is expected for Weyl semimetals. Two linear components with distinct slopes dominate the 5-K optical conductivity. A comparison between our experimental results and theoretical calculations suggests that the linear conductivity below $sim$230~cm$^{-1}$ is a clear signature of the Weyl points lying in very close proximity to the Fermi energy.