The discovery of Proxima b, a terrestrial temperate planet, presents the opportunity of studying a potentially habitable world in optimal conditions. A key aspect to model its habitability is to understand the radiation environment of the planet in the full spectral domain. We characterize the X-rays to mid-IR radiative properties of Proxima with the goal of providing the top-of-atmosphere fluxes on the planet. We also aim at constraining the fundamental properties of the star, namely its mass, radius, effective temperature and luminosity. We employ observations from a large number of facilities and make use of different methodologies to piece together the full spectral energy distribution of Proxima. In the high-energy domain, we pay particular attention to the contribution by rotational modulation, activity cycle, and flares so that the data provided are representative of the overall radiation dose received by the atmosphere of the planet.