Spectrally selective materials have been widely used to shield near-infrared radiation for windows in the region with a cooling-demand climate. CsxWO3 nanocrystals which exhibit strong localized surface plasmon resonance (LSPR) effect and small polaron transfer in near-infrared radiation have attracted great attention for fabricating the spectrally selective coating. The enhancement of its optical performance remains a challenge in energy-efficient windows. Herein, F-doped CsxWO3 nanocrystals were successfully prepared by a solvothermal method, which demonstrate stronger near-infrared absorption performance than CsxWO3 nanocrystals. The introduction of fluorine can enhance the free carrier density of the nanocrystals, which can lead to a higher absorption coefficient. The absorption coefficient variation of LSPR effect and small polaron transfer was explained by the variation of free carrier density and carrier mobility. When the F/W molar ratio was 0.4, the free carrier density reached 9.25 × 1014 cm-3. The spectrally selective coating prepared by F-doped CsxWO3 nanocrystals exhibited superior spectral selectivity with TVis, TNIR, Tlum, and Tsol of 67.21%, 11.85%, 72.76% and 49.01%, respectively. This substitutional doping strategy provides a promising potential to improve the spectral modulation of CsxWO3 nanocrystals for practical application of energy-saving windows.