We report an infrared spectroscopy study of the axion topological insulator candidate EuIn$_2$As$_2$ for which the Eu moments exhibit an A-type antiferromagnetic (AFM) order below $T_N simeq 18 mathrm{K}$. The low energy response is composed of a weak Drude peak at the origin, a pronounced infrared-active phonon mode at 185 cm$^{-1}$ and a free carrier plasma edge around 600 cm$^{-1}$. The interband transitions start above 800 cm$^{-1}$ and give rise to a series of weak absorption bands at 5,000 and 12,000 cm$^{-1}$ and strong ones at 20,000, 27,500 and 32,000 cm$^{-1}$. The AFM transition gives rise to pronounced anomalies of the charge response in terms of a cusp-like maximum of the free carrier scattering rate around $T_N$ and large magnetic splittings of the interband transitions at 5,000 and 12,000 cm$^{-1}$. The phonon mode at 185 cm$^{-1}$ has also an anomalous temperature dependence around $T_N$ which suggests that it couples to the fluctuations of the Eu spins. The combined data provide evidence for a strong interaction amongst the charge, spin and lattice degrees of freedom.
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