Abstract A precise interstellar dust extinction law is critically important to interpret observations. There are two indicators of extinction: the color excess ratio (CER) and the relative extinction. Compared to the CER, the wavelength-dependent relative extinction is more challenging to be determined. In this work, we combine spectroscopic, astrometric, and photometric data to derive high-precision CERs and relative extinction from optical to mid-infrared (IR) bands. A group of 61,111 red clump (RC) stars are selected as tracers by stellar parameters from the Apache Point Observatory Galaxy Evolution Experiment survey. The multiband photometric data are collected from Gaia, APASS, Sloan Digital Sky Survey, Pan-STARRS1, Two Micron All Sky Survey, and Wide-field Infrared Survey Explorer surveys. For the first time, we calibrate the curvature of CERs in determining CERs E(λ − G RP)/E(G BP − G RP) from color excess–color excess diagrams. Through elaborate uncertainty analysis, we conclude that the precision of our CERs is significantly improved (σ < 0.015). With parallaxes from Gaia DR2, we calculate the relative extinction / for 5051 RC stars. By combining the CERs with the / , the optical–mid-IR extinction A λ / has been determined in a total of 21 bands. Given no bias toward any specific environment, our extinction law represents the average extinction law with the total-to-selective extinction ratio R V = 3.16 ± 0.15. Our observed extinction law supports an adjustment in parameters of the CCM R V = 3.1 curve, together with the near-IR (NIR) power-law index α = 2.07 ± 0.03. The relative extinction values of the Hubble Space Telescope (HST) and the James Webb Space Telescope (JWST) NIR bandpasses are predicted in 2.5% precision. As the observed reddening/extinction tracks are curved, the curvature correction needs to be considered when applying extinction correction.