Multicomponent lanthanum based hexaborides which formed by solid solution of heterometallic elements into the lattice of lanthanum hexaboride (LaB6) to replace La atoms, have great application prospects in electronics and optics due to their low work function and adjustable light absorption, and attract an increasing attention in recent years. However, multicomponent lanthanum based hexaborides have great varieties and complex change because of the various kinds and countless combinations of heterometallic elements used to replace La atoms. Herein, research progress on crystal structure, preparation technology and photoelectric performance of multicomponent lanthanum based hexaboride solid solutions are reviewed in this paper. Meanwhile, current challenges faced by multicomponent lanthanum based hexaboride solid solutions are analyzed. Lastly, future development directions of theory, technology and application of multicomponent lanthanum based hexaboride solid solutions are prospected.