The comprehensive study of low temperature magnetoresistance (MR) has been carried out on high quality PrB6 and NdB6 single crystals at temperatures 2–20K and in magnetic fields up to 8T. The negative MR (Δρ/ρ<0) was found in the paramagnetic state at T>TN for both compounds. The analysis of the experimental data allows us to establish three contributions to MR. In addition to the main Brillouin type negative component –Δρ/ρ~Mloc2~H2 which may be interpreted in terms of Yosida theory [Phys. Rev. 107 (1957) 396] both the linear and nonlinear magnetic contributions were also deduced. According to detailed analysis in the framework of spin–polaron approach proposed by A.V. Bogach et al. [Physica B 378–380 (1957) 769] the last component should be ascribed to the ferromagnetic (FM) nanodomains embedded in the metallic RB6 matrix. The estimation of local magnetic susceptibility χloc=(–1/H•(d(Δρ/ρ)/dH))1/2 is deduced directly from the quadratic part of negative MR and reveals Curie–Weiss type behaviour in paramagnetic (PM) phase with paramagnetic Curie temperatures Θp~– 22K and –31K for PrB6 and NdB6 correspondingly. The results of undertaken analysis allow to conclude in favour of the concurrence between AF and FM iteractions as the main reason of incommensurate (IC) magnetic structure formation in RB6.