Infrared Filtering from Laser Modules and Wattage Considerations
Chemistry dictates that lasers often produce light in the infrared spectrum.  Popular neodymium-doped lasers produce light at 1064 nm, which is well into the infrared range.  To get around this, frequency doublers are employed, which halve the wavelength to 532 nm, which is a green light.   

For this reason, it's unsurprising that your laser emits IR light.  The frequency doublers aren't perfect; a significant amount of IR gets through.  Good lasers will filter this out, cheap ones won't bother.  If this is important to you, use a reputable manufacturer (like the ones on Digikey) and verify that they at least claim to use IR filters.