CONTEXT. 2MASS is the reference survey in the NIR part of the spectrum given its whole-sky coverage, large dynamic range, and proven calibration uniformity. However, previous studies disagree in the value of the zero points (ZPs) for its three bands JHK at the hundredth of a magnitude level. The disagreement should become more noticeable now that Gaia provides whole-sky optical photometry calibrated below that level. AIMS. We want to establish the value of the 2MASS ZPs based on NICMOS/HST spectrophotometry of the CALSPEC standard stars and test it with the help of Gaia DR2 parallaxes. METHODS. We have computed the synthetic JHK photometry for a sample of stars using the HST CALSPEC spectroscopic standards and compared it with their 2MASS magnitudes to evaluate the ZPs. We have tested our results by analysing a sample of FGK dwarfs with excellent 2MASS photometry and accurate Gaia DR2 parallaxes.} RESULTS. The Vega ZPs for 2MASS J, H, and K are found to be -0.025$pm$0.005 mag, 0.004$pm$0.005 mag, and -0.015$pm$0.005 mag, respectively. The analysis of the FGK sample indicates that the new ZPs are more accurate than previous ones.