The dwarf planet Pluto and Neptune's largest satellite, Triton, are two small icy bodies surrounded by tenuous and poorly known atmospheres. The high spectral resolution and high sensitivity of CRIRES on the VLT have permitted a major step forward in the study of these atmospheres, and especially of their composition. Absorptions due to methane and carbon monoxide in these atmospheres have been detected at 1.66 and 2.35 µm, providing an insight into the way in which these atmospheres are maintained, the surface-atmosphere interactions, their seasonal evolution and thermal balance.