Context. The gamma-ray bursts hosts (GRBHs) are excellent targets to study the extinction properties of dust and its effects on the global emission of distant galaxies. The dust extinction curve is measured along the GRB afterglow line of sight and the analysis of the spectral energy distribution (SED) of the host galaxy gives access to the global dust attenuation of the stellar light. Aims. In this pilot study we gather information on dust extinction in GRBHs to compare the properties of the extinction curve to those of the dust obscuration affecting the total stellar light of the host galaxy. Assuming the extinction curve to be representative of the dust properties, we aim to investigate which dust-stars geometries and local dust distribution in the inter stellar medium (ISM) can reproduce the observed attenuation curve. Methods. We selected a sample of 30 GRBs for which the extinction curve along the GRB afterglow line-of-sight (l.o.s.) is measured in the rest-frame ultraviolet (UV) up to optical and we analysed the properties of the extinction curve as a function of the host galaxy properties. From these 30 GRBs, we selected seven GRBHs with a good rest-frame UV to near-infrared (NIR) spectral coverage for the host. The attenuation curve was derived by fitting the SEDs of the GRBH sample with the CIGALE SED fitting code. Different star formation histories (SFH) were studied to recover the star formation rates (SFR) derived using H_α luminosities. Implications for the dust-stars geometries in the ISM are inferred by a comparison with radiative transfer simulations. Results. The most extinguished GRBs are preferentially found in the more massive hosts and the UV bump is preferentially found in the most extinguished GRB l.o.s. Five out of seven hosts are best fitted with a recent burst of star formation, leading to lower stellar mass estimates than previously found. The average attenuation in the host galaxies is about 70% of the amount of extinction along the GRB l.o.s. We find a great variety in the derived attenuation curves of GRBHs, the UV slope can be similar, flatter or even steeper than the extinction curve slope. Half of the attenuation curves are consistent with the Calzetti attenuation law and there is evidence of a UV bump in only one GRBH. We find that the flatter (steeper) attenuation curves are found in galaxies with the highest (lowest) SFR and stellar masses. The comparison of our results with radiative transfer simulations leads to a uniform distribution of dust and stars in a very clumpy ISM for half the GRBHs and various dust-stars geometries for the second half of the sample.