The optical response of lanthanum hexaboride (LaB6) nanoparticles has been investigated by both theoretically and experimentally. The LaB6 nanoparticles obtained by solid-state reaction could avoid serious surface oxidization and exhibit excellent optical performance. The discrete dipole approximation (DDA) has been used to investigate the optical response of LaB6 nanoparticles with different sizes and different shapes. The calculation results coincide with the experimental results and reveal that the largest extinction peak value appears at 60 nm for cubic particles and 40 nm for spherical particles, respectively. Our calculation results show that the existence of the largest extinction peak value is not only due to the surface oxides but also relate to the particle shape of LaB6 compound. In addition, the LaB6 nanoparticles with cubic and spherical shapes exhibit different optical responses, and the cubic particles exhibit stronger near infrared (NIR) extinction than spherical particles. With increasing particle size, the extinction peak value of spherical particle decreases more rapidly than that of cubic ones.