  We report near-infrared K', L', and M' band imaging observations of the
nearby merging galaxy NGC 6240 with the Infrared Camera and Spectrograph on the
Subaru telescope. The observations were performed with the assistance of the
Subaru Adaptive Optics System, and the achieved spatial resolutions were around
0.10--0.20$^{\prime\prime}$. We also obtained new mid-infrared imaging in the
Si-2 filter band (8.7$\mu$m) and N-band (7.5--13$\mu$m) spectroscopy of this
galaxy with the CanariCam on the Gran Telescopio Canarias with a spatial
resolution of 0.4--0.5$^{\prime\prime}$. In the K' band image the two nuclei of
the galaxy each show a double-peak suggesting the complex geometry of the
source, while the L', M', and Si-2 band images show single compact structures
in each of the two nuclei. Assuming that the center core observed at
wavelengths longer than 3.8$\mu$m is associated with dust heated by the buried
AGN, we re-evaluated the spectral energy distributions (SEDs) of the southern
nucleus from 2 to 30$\mu$m with the additional literature values, and performed
the SED+spectroscopy fitting using the clumpy torus models of Nenkova et al.
(2008) and a Bayesian fitting approach. The model fit suggests that the high
covering factor torus emission in the southern nucleus is also obscured by
foreground dust in the host galaxy. The estimated AGN bolometric luminosity of
the southern nucleus, $L_{\rm bol}({\rm AGN})\sim1\times10^{45}$
[erg$\cdot$s$^{-1}$], accounts for approximately 40% of the whole luminosity of
the system.
