The full-potential linearised augmented plane wave (FP-LAPW) method has been used to study the elastic, thermal and bonding properties of heavy rare earth nitrides REN (RE = Tb–Lu). In the present work, band structure and density of states of TbN–LuN are studied. We have calculated the Young’s modulus E, shear modulus G, bulk modulus B, Poisson’s ratio υ, shear anisotropy factor A, and Lame’s coefficients μ & λ for all these compounds. Thermal property such as Debye temperature and average sound velocity have been estimated for all these compounds and their relation to elastic properties is discussed. To understand the bonding nature of these compounds, the electronic charge density has been calculated for all these compounds and the relation of this bonding with the mechanical properties has been studied. From the calculated ratio of bulk to shear modulus B/G, these compounds are found to be brittle in nature. The value of Poisson’s ratio suggests that these compounds are ionic and this is in agreement with the charge density plots which show the ionic bonding nature of these compounds. The G values show that these compounds are easier to shear on the plane [110] rather than on plane [100] for all the compounds except YbN.