While traditional noble metal (Ag, Au, and Cu) nanoparticles are well known for their plasmonic properties, they typically only absorb in the ultraviolet and visible regions. The study of metal hexaborides, lanthanum hexaboride (LaB6) in particular, expands the available absorbance range of these metals well into the near-infrared. As a result, LaB6 has become a material of interest for its energy and heat absorption properties, most notably to those trying to absorb solar heat. Given the growing popularity of LaB6, this review focuses on the advances made in the past decade with respect to controlling the plasmonic properties of LaB6 nanoparticles. This review discusses the fundamental structure of LaB6 and explains how decreasing the nanoparticle size changes the atomic vibrations on the surface and thus the plasmonic absorbance band. We explain how doping LaB6 nanoparticles with lanthanide metals (Y, Sm, and Eu) red-shifts the absorbance band and describe research focusing on the correlation between size dependent and morphological effects on the surface plasmon resonance. This work also describes successes that have been made in dispersing LaB6 nanoparticles for various optical applications, highlighting the most difficult challenges encountered in this field of study.