We presented optical and near-infrared multi-band linear polarimetry of the highly reddened Type Ia SN~2014J appeared in M82. SN~2014J exhibits large polarization at shorter wavelengths, e.g., $4.8$\% in $B$ band, and the polarization decreases rapidly at longer wavelengths, with the position angle of the polarization remaining at approximately $40^{∘}$ over the observed wavelength range. These polarimetric properties suggest that the observed polarization is likely to be caused predominantly by the interstellar dust within M82. Further analysis shows that the polarization peaks at a wavelengths much shorter than those obtained for the Galactic dust. The wavelength dependence of the polarization can be better described by an inverse power law rather than by Serkowski law for Galactic interstellar polarization. These suggests that the nature of the dust in M82 may be different from that in our Galaxy, with polarizing dust grains having a mean radius of $