The interaction of atomic orbitals at the interface of perovskite oxide heterostructures has been investigated for its profound impact on the band structures and electronic properties, giving rise to unique electronic states and a variety of tunable functionalities. In this study, we conducted an extensive investigation of the optical and electronic properties of epitaxial NdNiO3 synthesized on a series of single-crystal substrates. Unlike nanofilms synthesized on other substrates, NdNiO3 on SrTiO3 (NNO/STO) gives rise to a unique band structure featuring an additional unoccupied band situated above the Fermi level. Our comprehensive investigation, which incorporated a wide array of experimental techniques and density functional theory calculations, revealed that the emergence of the interfacial band structure is primarily driven by orbital hybridization between the Ti 3d orbitals of the STO substrate and the O 2p orbitals of the NNO thin film. Furthermore, exciton peaks have been detected in the optical spectra of the NNO/STO film, attributable to the pronounced electron-electron (e-e) and electron-hole (e-h) interactions propagating from the STO substrate into the NNO film. These findings underscore the substantial influence of interfacial orbital hybridization on the electronic structure of oxide thin films, thereby offering key insights into tuning their interfacial properties.