Precise interstellar dust extinction laws are important to infer the intrinsic properties of reddened objects and correctly interpret observations. In this work, we attempt to measure the optical-infrared extinction laws of the Large and Small Magellanic Clouds (LMC and SMC) by using red supergiant (RSG) stars and classical Cepheids as extinction tracers. The spectroscopic RSG samples are constructed based on the APOGEE spectral parameters, Gaia astrometric data, and multiband photometry. We establish the effective temperature-intrinsic color relations for RSG stars and determine the color excess ratio (CER) E({lambda}-G_RP_)/E(G_BP_-G_RP_) for the LMC and SMC. We use classical Cepheids to derive base relative extinction A_Grp_/E(G_BP_-G_RP_). The results are 1.589+/-0.014 and 1.412+/-0.041 for the LMC and SMC. By combining CERs with A_Grp_/E(G_BP_-G_RP_), the optical-infrared extinction coefficients A_{lambda}/A_Grp_ are determined for 16 bands. We adjust the parameters of RV-dependent extinction laws and obtain average extinction laws for the LMC and SMC of R_V_=3.40+/-0.07 and R_V_=2.53+/-0.10, respectively, which are consistent with Gordon et al. In the optical bands, the adjusted RV extinction curves agree with the observations with deviations less than 3%.