We present results on approximately one year of INTEGRAL observations of six AGN detected during the regular scans of the Galactic Plane. The sample is composed by five Seyfert 2 objects (MCG -05-23-16, NGC 4945, the Circinus galaxy, NGC 6300, ESO 103-G35) and the radio galaxy Centaurus A. The continuum emission of each of these sources is well represented by a highly absorbed (NH > 1e22 1/cm^2) power law, with average spectral index Gamma = 1.9 +/- 0.3. A high energy exponential cut-off at Ec ~ 50 keV is required to fit the spectrum of the Circinus galaxy, whereas a lower limit of 130 keV has been found for NGC 4945 and no cut-off has been detected for NGC 6300 in the energy range covered by these INTEGRAL data. The flux of Centaurus A was found to vary by a factor of ~ 2 in 10 months, showing a spectral change between the high and low state, which can be modelled equally well by a change in the absorption (NH from 17e22 to 33e22 1/cm^2) or by the presence of a cut-off at >~ 120 keV in the low state spectrum. A comparison with recently reprocessed BeppoSAX/PDS data shows a general agreement with INTEGRAL results. The high energy cut-off in the hard X-ray spectra appears to be a common but not universal characteristic of Seyfert 2 and to span a wide range of energies.