Heat ray shielding fine particles contain calcium lanthanum boride fine particles represented by a general formula CaxLa1-xBm, a shape of each fine particle of the calcium lanthanum boride fine particles satisfies at least one of the following: 1) when scattering intensity of the calcium lanthanum boride fine particles diluted and dispersed in a solvent is measured using small-angle X-ray scattering, value Ve of a slope of a straight line is −3.8≤Ve≤−1.5, 2) the particle shape is a flat cylindrical shape, or a flat spheroidal (wherein a length of a long axis is d and a length of a short axis is h) shape, with a value of aspect ratio d/h being 1.5≤d/h≤20.