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One of the most puzzling features of the Kuiper Belt, which has been confirmed by numerous surveys, is the optical colour diversity that seems to prevail among the observed TNOs. TNOs and Centaurs have surfaces showing dramatically different colours and spectral reflectances, from neutral to very red. With the relatively few visible-NIR colour datasets available, the colour diversity seems also to extend to the near infrared wavelengths. Relevant statistical analyses have been performed and several studies have pointed out strong correlations between optical colours and some orbital parameters (i, e, q) for the Classical Kuiper Belt objects. On the other hand, no clear trend is obvious for Plutinos, Scattered objects or Centaurs. Another important result is the absence of correlation of colours with size or heliocentric distance for any of the populations of outer Solar System objects. The strong colour anisotropy found is important because it is a diagnostic of some physical effects processing the surfaces of TNOs and/or some possible composition diversity. In this paper, we will review the current knowledge of the colour properties of TNOs, describe the observed colour distribution within the Edgeworth–Kuiper belt, and address the problem of their possible origin.