The integrated spectral energy distributions (SED) of the Large Magellanic Cloud (LMC) and Small Magellanic Cloud (SMC) appear significantly flatter than expected from dust models based on their far-infrared and radio emission. The still unexplained origin of this millimetre excess is investigated here using the Planck data. The integrated SED of the two galaxies before subtraction of the foreground (Milky Way) and background (CMB fluctuations) emission are in good agreement with previous determinations, confirming the presence of the millimetre excess. In the context of this preliminary analysis we do not propose a full multi-component fitting of the data, but instead subtract contributions unrelated to the galaxies and to dust emission. The background CMB contribution is subtracted using an internal linear combination (ILC) method performed locally around the galaxies. The foreground emission from the Milky Way is subtracted as a Galactic Hi template, and the dust emissivity is derived in a region surrounding the two galaxies and dominated by Milky Way emission. After subtraction, the remaining emission of both galaxies correlates closely with the atomic and molecular gas emission of the LMC and SMC. The millimetre excess in the LMC can be explained by CMB fluctuations, but a significant excess is still present in the SMC SED. The Planck and IRAS-IRIS data at 100 μm are combined to produce thermal dust temperature and optical depth maps of the two galaxies. The LMC temperature map shows the presence of a warm inner arm already found with the Spitzer data, but which also shows the existence of a previously unidentified cold outer arm. Several cold regions are found along this arm, some of which are associated with known molecular clouds. The dust optical depth maps are used to constrain the thermal dust emissivity power-law index (β). The average spectral index is found to be consistent with β = 1.5 and β = 1.2 below 500μm for the LMC and SMC respectively, significantly flatter than the values observed in the Milky Way. Also, there is evidence in the SMC of a further flattening of the SED in the sub-mm, unlike for the LMC where the SED remains consistent with β = 1.5. The spatial distribution of the millimetre dustexcess in the SMC follows the gas and thermal dust distribution. Different models are explored in order to fit the dust emission in the SMC. It is concluded that the millimetre excess is unlikely to be caused by very cold dust emission and that it could be due to a combination of spinning dust emission and thermal dust emission by more amorphous dust grains than those present in our Galaxy. Corresponding author: J.-P. Bernard, e-mail: jean-philippe.bernard [at] cesr.fr (jean-philippe[dot]bernard[at]cesr[dot]fr)