A first-principles investigation of the optical response of the Weyl Semimetals MoTe2 and WTe2 is presented. The approach, based on combining two formulations, allows to both separate the intraband and interband parts of the optical conductivity and to distinguish between the bulk and surface contributions to the optical response. It is found that the response is truly anisotropic, with peaks that can be associated with interband transitions involving either bulk or surface states. The role of the relaxation time, and the relation of the calculated results with available experimental measurements, are also discussed. Furthermore, the approach reported is transferable to any system, topologically trivial or non-trivial, thus addressing the long-standing need for comprehensive characterization of the optical response.