In hexaboride particles having particles of a hexaboride of at least one element (X) selected from Y, La, Ce, Pr, Nd, Sm, Eu, Gd, Tb, Dy, Ho, Er, Tm, Yb, Lu, Sr and Ca, or a dispersion of such particles, the surfaces of the hexaboride particles have physically been coated with a surface treatment agent containing silicon, selected from a silazane type treatment agent, a chlorosilane type treatment agent, an inorganic treatment agent having at least one alkoxyl group in the molecular structure, and an organic treatment agent having at least one alkoxyl group at a molecular terminal or in the side chain, or have been coated with the surface treatment agent, having chemically combined with hexaboride particles on the surfaces of the hexaboride particles.