An extensive photometric monitoring of KH 15D, an enigmatic variable in the young star cluster NGC 2264, has been conducted. Simultaneous and accurate near-infrared (JHKs-bands) photometry is presented between 2003 December and 2005 March covering most of the variable phase. The infrared variability is characterized by large-amplitude and long-lasting eclipse, as observed at optical. The period of variability is 48.3 +/- 0.2 days, the maximum photometric amplitude of variability is ~4.2 mag, and the eclipse duration is ~0.5 in phase units. These are consistent with the most recent period, amplitude, and duration at optical. The blueing of the J-H color (~0.16 mag) during the eclipse, which has been suggested before, is unambiguously confirmed; a similar blueing at H-Ks is less clear but is probably present at a similar level. The overall shape of the JHKs light curves is very similar to the optical one, including a fair time-symmetry and a less stable flux during the eclipse with a slight hump near the zero phase. Most of these variability features of KH 15D observed at near-infrared wavelengths can be explained with the recent model employing an eclipse by the inclined, precessing disk and an outer scattering region around a pre-main-sequence binary.
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