Large spectroscopic surveys have enabled in the recent years the computation of three-dimensional interstellar extinction maps thanks to accurate stellar atmospheric parameters and line-of-sight distances. Such maps are complementary to 3D maps extracted from photometry, allowing a more thorough study of the dust properties. Our goal is to use the high-resolution spectroscopic survey Gaia-ESO in order to obtain with a good distance resolution the interstellar extinction and its dependency as a function of the environment and the Galactocentric position. We use the stellar atmospheric parameters of more than 5000 stars, obtained from the Gaia-ESO survey second internal data release, and combine them with optical (SDSS) and near-infrared (VISTA) photometry as well as different sets of theoretical stellar isochrones, in order to calculate line-of-sight extinction and distances. The extinction coefficients are then compared with the literature to discuss their dependancy on the stellar parameters and position in the Galaxy. Within the errors of our method, our work does not show that there is any dependence of the interstellar extinction coefficient on the atmospheric parameters of the stars. We do not find any evidence of the variation of E(J-H)/E(J-K) with the angle from the Galactic centre nor with Galactocentric distance. This suggests that we are dealing with a uniform extinction law in the SDSS ugriz bands and the near-IR JHKs bands. Therefore, extinction maps using mean colour-excesses and assuming a constant extinction coefficient can be used without introducing any systematic errors.