Lanthanum hexaboride (LaB6) nanopowders were synthesized at 1200 for 2 hours in the vacuum hot resistor furnace with lanthanum chloride (LaCl3) and sodium borohydride (NaBH4). As-prepared nanopowders were surface modified first by silane coupling agent and then were used as fillers for PMMA to fabricate poly methyl methacrylate (PMMA)/LaB6 nanocomposites via melt extrusion using a twin-screw extruder. X-ray powder diffraction (XRD), transmission electron microscopy (TEM) indicated a pure cubic phase with the average size of 70 nm. Fourier transform infrared spectra (FTIR) proved silane coupling agent was grafted onto nanoparticles. The comparision of field emission scanning electron microscopy (FESEM) of unmodified and modified nanoparticles showed that surface modification prevented agglomeration of nanoparticles, making more evenly-distributed inorganic nanoparticles within organic matrix as LaB6 mass fraction equaled 0.010%. In addition, LaB6 nanoparticles played a vital role in the absorption range from ultraviolet (UV) to NIR and the composite with a higher content of LaB6 was beneficial for rejecting heat.