We present extended Spectral Energy Distributions (SEDs) of seven classical RV Tauri stars, using newly obtained submillimetre continuum measurements and Geneva optical photometry supplemented with literature data. The broad-band SEDs show a large IR excess with a black-body slope at long wavelengths in six of the seven stars, R Sct being the noticeable exception. This long wavelength slope is best explained assuming the presence of a dust component of large grains in the circumstellar material. We show that the most likely distribution of the circumstellar dust around the six systems is that the dust resides in a disc. Moreover, very small outflow velocities are needed to explain the presence of dust near the sublimation temperature and we speculate that the discs are Keplerian. The structure and evolution of these compact discs are as yet not understood but a likely prerequisite for their formation is that the dusty RV Tauri stars are binaries.