We analyze the X-ray scattering halos around three Galactic Anomalous X-ray Pulsars (AXPs) in order to constrain the distance and the optical extinction of each source. We obtain surface brightness distributions from EPIC-pn data obtained with XMM-Newton, compare the profiles of different sources, and fit them with a model based on the standard theory of X-ray scattering by dust grains, both for a uniform distribution of dust along the line of sight, and for dust distributions constrained by previous measurements. Somewhat surprisingly, we find that for all three sources, the uniform distribution reproduces the observed surface brightness as well as or better than the distributions that are informed by previous constraints. Nevertheless, the inferred total dust columns are robust, and serve to confirm that previous measurements based on interstellar edges in high-resolution X-ray spectra and on modelling of broad-band X-ray spectra were reliable. Specifically, we find Av ~= 4, 6, and 8 mag for 4U 0142+61, 1E 1048.1-5937, and 1RXS J170849.0-400910, respectively. For 1E 1048.1-5937, this is well in excess of the extinction expected towards a HI bubble along the line of sight, thus casting further doubt on the suggested association with the source.