High crystalline cerium hexaboride (CeB 6 ) nanoparticles (NPs) were synthesized using mixture of magnesium (Mg), cerium oxide (CeO 2 ) and boron oxide (B 2 O 3 ) via the mechanochemical process at room temperature. Based on the results, magnesiothermic reduction of B 2 O 3 occurred after about 2 h of milling in a mechanically induced self-sustaining reaction (MSR). The significant amount of heat produced by the reduction reaction resulted in CeO 2 reduction to elemental Ce which finally reacted with elemental B and formed CeB 6 compound. According to XRD analyses, the degree of crystallinity and lattice parameter of the product was calculated about 93% and 4.1458 Å, respectively. The morphology observations revealed that the synthesized CeB 6 had semi-cubic shape with the range of size 25-60 nm. The synthesis of CeB 6 during the thermal treatment was studied by simultaneous thermal analysis (STA) technique. It was found that the reduction of B 2 O 3 took place after melting of Mg meanwhile, no CeB 6 phase achieved even up to 1100°C.