The contribution of near-infrared (NIR) region in solar thermal radiation accounts for almost half, and it brings great cooling energy consumption to buildings when incident indoors. While in the NIR region, most of the thermal radiation energy is concentrated in the low wavelength range of 780–1100 nm. As a typical NIR shielding material, alkali tungsten bronzes has shown great application potential, but its shielding ability at the low wavelength of NIR region still needs to be improved. In this work, nanocrystalline lanthanum tungsten bronze have been prepared by solid state reaction method, and exhibit strong NIR absorption in the low wavelength of NIR region. Nanocrystalline lanthanum tungsten bronze also shows good photocatalytic properties, its electronic structure and optical properties have been further studied by first principles calculation. Nanocrystalline lanthanum tungsten bronze is expected to play an important role in energy-saving windows due to its excellent optical properties.