We report ground-based spectrophotometry of KIC 8462852 obtained during its first dimming events since the end of the Kepler mission. The dimmings show a clear colour signature and are deeper in visual blue than in red wavelengths. The wavelength dependency of the flux loss can be described with an absorption Ångström coefficient of 2.19 ± 0.45, which is compatible with absorption by optically thin dust with particle sizes of the order of 0.0015 to 0.15 μm. These particles would be smaller than is required to be resistant against blow-out by radiation pressure when close to the star. During occultation events, these particles must be replenished from a comoving body on time-scales of days. If dust is indeed the source of the dimming events of KIC 8462852, deeper dimming events should show more neutral colours, as is expected from optically thick absorbers.