In the present work, the nanocrystalline CeB₆ and SmB₆ powder are successfully prepared by evaporative condensation method. The phase composition, grain morphology, microstructure and optical absorption properties for each of the prepared powders are studied systematically. The results show that the main phase of nanocrystalline CeB₆ powder and SmB₆ powder are both composed of CaB6-type cubic structure with space group of Pm-3m. The scanning electron microscope results show that the synthesized CeB₆ and SmB₆ nanoparticles display an spherical morphology with an average grain size of 50 nm. The high resolution transmission electron microscopy observation results show that there exist many intrinsic crystal defects in nanocrystalline SmB₆, such as lattice distortions or edge dislocations, due to the high volatility characteristic of Sm atom in the condensation (crystallization) process. The optical absorption results show that the absorption valley of nanocrystalline CeB₆ and SmB₆ are respectively located at 599 nm and 632 nm, indicating the high transparency characteristic of visible light. To further qualitatively explain the difference in optical absorption mechanism between CeB₆ and SmB₆, the first principle calculations are employed to calculate their band structures, densities of states, optical absorption energy, and plasma resonance frequency energy. The calculation results show that there is an electron band crossing the Fermi energy for both CeB₆ and SmB₆, indicating their typical conductor behaviors. The upmost valence band of CeB₆ and SmB₆ are composed of B-2p and B-2s states, and their bottommost conduction bands are mainly composed of Ce-4f, Ce-5d, Sm-4f, Sm-5d, B-2p and B-2s states. In addition, the volume plasma of carrier electrons can be described in the electron energy-loss function. The peak position in the low energy region of the loss function corresponds to the relevant plasma frequency. As a result, the calculated low energy loss function of CeB₆ and SmB₆ are 1.96 eV and 1.5 eV, respectively. Moreover, the calculated absorption valley of CeB₆ and SmB₆ respectively appear at 639 nm and 800 nm, which are in good accordance with the experimental results. Therefore, as an efficient optical absorption materials, the nanocrystalline CeB₆ and SmB₆ should open the way to extending the optical applications of rare-earth hexaborides.