With the advent of high-resolution infrared spectrographs, Radial Velocity (RV) searches enter into a new domain. As of today, the most important technical question to address is which wavelength reference is the most suitable for high-precision RV measurements. In this work we explore the usage of atmospheric absorption features. We make use of CRIRES data on two programs and three different targets. We re-analyze the data of the TW Hya campaign, reaching a dispersion of about 6 m/s on the RV standard in a time scale of roughly 1 week. We confirm the presence of a low-amplitude RV signal on TW Hya itself, roughly 3 times smaller than the one reported at visible wavelengths. We present RV measurements of Gl 86 as well, showing that our approach is capable of detecting the signal induced by a planet and correctly quantifying it. Our data show that CRIRES is capable of reaching a RV precision of less than 10 m/s in a time-scale of one week. The limitations of this particular approach are discussed, and the limiting factors on RV precision in the IR in a general way. The implications of this work on the design of future dedicated IR spectrographs are addressed as well.