We present 3-5 micron spectroscopy of the interacting system NGC 6240, showing the presence of two active galactic nuclei. The brightest (southern) nucleus shows up with a starburst-like emission, with a prominent 3.3 micron emission feature. However, the presence of an AGN is revealed by the detection of a broad Br alpha emission line, with a width of ~1,800 km/s. The spectrum of the faintest (northern) nucleus shows typical AGN features, such as a steep continuum and broad absorption features in the M-band. We discuss the physical properties of the dusty absorbers/emitters, and show that in both nuclei the AGN is dominant in the 3-5 micron band, but its contribution to the total luminosity is small (a few percent of the starburst emission).