Compounds within the hexaboride class of materials exhibit a wide variety of interesting physical phenomena, including polaron formation and quadrupolar order. In particular, SmB6 has recently drawn attention as it is considered a prototypical topological Kondo insulator. Evidence in favor of this concept, however, has proven experimentally difficult and controversial, partly because of the required temperatures and energy resolution. Here, a powerful tool is Scanning Tunneling Microscopy (STM) with its unique ability to give local, microscopic information that directly relates to the one-particle Green's function. Yet, STM on hexaborides is met with its own set of challenges. This article attempts to review the progress in STM investigations on hexaborides, with emphasis on SmB6 and its intriguing properties.