Abstract: We compare mid-infrared (IR) 3.6 and 4.5 micron Warm Spitzer observations for Cepheids in the Milky Way and the Large and Small Magellanic Clouds. Using models, we explore in detail the effect of the CO rotation-vibration band-head at 4.6 micron on the mid-IR photometry. We confirm the temperature sensitivity of the CO band-head at 4.6 micron and find no evidence for an effect at 3.6 micron. We compare the ([3.6]-[4.5]) period-colour relations in the MW, LMC and SMC. The slopes of the period-…