We present measurements of the atmospheric water vapour content above the Roque de los Muchachos Observatory (ORM) obtained using the Global Positioning System (GPS). The GPS measurements have been evaluated by comparison with 940-nm radiometer observations. A statistical analysis of the GPS measurements points to the ORM as an observing site with suitable conditions for infrared observations, with a median column of precipitable water vapour (PWV) of 3.8 mm. PWV presents a clear seasonal behaviour, with winter and spring being the best seasons for infrared observations. The percentage of nights showing PWV values less than 3 mm is over 60 per cent in February, March and April. We have also estimated the temporal variability of water vapour content at the ORM. We present a summary of PWV statistical results at different astronomical sites, noting that these values are not directly comparable as a result of the differences in the techniques used to recorded the data.