  In 2005, interferometric observations with VLTI/VINCI and CHARA/FLUOR
revealed the existence of a circumstellar envelope (CSE) around some Cepheids.
This surrounding material is particularly interesting for two reasons: it could
have an impact on the distance estimates and could be linked to a past or
on-going mass loss. The use of Baade-Wesselink methods for independent distance
determinations could be significantly biased by the presence of these
envelopes. Although their observations are difficult because of the high
contrast between the photosphere of the star and the CSE, several observation
techniques have the potential to improve our knowledge about their physical
properties. In this thesis, I discuss in particular high angular resolution
techniques that I applied to the study of several bright Galactic Cepheids.
First, I used adaptive optic observations with NACO of the Cepheid RS Puppis,
in order to deduce the flux ratio between the CSE and the photosphere of the
star. In addition, I could carry out a statistical study of the speckle noise
and inspect a possible asymmetry. Secondly, I analysed VISIR data to study the
spectral energy distribution of a sample of Cepheids. These diffraction-limited
images enabled me to carry out an accurate photometry in the N band and to
detect an IR excess linked to the presence of a circumstellar component. On the
other hand, applying a Fourier analysis I showed that some components are
resolved. I then explored the K' band with the recombination instrument FLUOR
for some bright Cepheids. Thanks to new set of data of Y Oph, I improved the
study of its circumstellar envelope, using a ring-like model for the CSE. For
two other Cepheids, U Vul and S Sge, I applied the interferometric
Baade-Wesselink method in order to estimate their distance.
