Ultra-high temperature ceramics (UHTCs) are interesting materials for a large variety of applications under extreme conditions. This paper reports on the production and extensive characterization of highly dense, pure zirconium and tantalum diborides, with particular interest to their potential utilization in the thermal solar energy field. Monolithic bulk samples are produced by Spark Plasma Sintering starting from elemental reactants or using metal diboride powders previously synthesized by Self-propagating High-temperature Synthesis (SHS). Microstructural and optical properties of products obtained by the two processing methods have been comparatively evaluated. We found that pure diborides show a good spectral selectivity, which is an appealing characteristic for solar absorber applications. No, or very small, differences in the optical properties have been evidenced when the two investigated processes adopted for the fabrication of dense TaB2 and ZrB2, respectively, are compared