Ordered states in itinerant magnets may be related to magnetic moments displaying some weak local moment characteristics, as in intermetallic compounds hosting transition metal coordination complexes. In this paper, we report on the Fe K-edge X-ray absorption spectroscopy (XAS) of the itinerant magnets RFe4Sb12 (R =Na, K, Ca, Sr, Ba), aiming at exploring the electronic and structural properties of the octahedral building block formed by Fe and the Sb ligands. We find evidence for strong hybridization between the Fe 3d and Sb 5p states at the Fermi level, giving experimental support to previous electronic structure calculations of the RFe4Sb12 skutterudites. The electronic states derived from Fe 3d Sb 5p mixing are shown to be either more occupied and/or less localized in the cases of the magnetically ordered systems, for which R = Na or K, connecting the local Fe electronic structure to the itinerant magnetic properties. Moreover, the analysis of the extended region of the XAS spectra (EXAFS) suggests that bond disorder may be a more relevant parameter to explain the suppression of the ferromagnetic ordered state in CaFe4Sb12 than the decrease of the density of states.