The NaxWO3 nanoparticles with different x were synthesized by a solvothermal method and the absorption behavior in visible and near-infrared light (NIR) region was studied. Well-crystallized nanoparticles with sizes of several tens of nanometers were confirmed by XRD, SEM and TEM methods. The absorption valley in visible region shifted from 555 nm to 514 nm and the corresponding absorption peak in NIR region shifted from 1733 nm to 1498 nm with the increasing x. In addition, the extinction behavior of NaxWO3 nanoparticles with higher x values were simulated by discrete dipole approximation method and results showed that the changing behavior of optical properties was in good agreement with the experimental results. The experimental and theoretical data indicate that the transparency and NIR-shielding properties of NaxWO3 nanoparticles in the visible and NIR region can be continuously adjusted by x value in the whole range of 0 < x < 1. These tunable optical properties of nanocrystalline NaxWO3 will expand its application in the fields of transparent heat-shielding materials or optical filters.