Cesium tungsten bronze (CsxWO3) materials, which have strong near-infrared (NIR) absorption and excellent photothermal conversion properties, have attracted worldwide attention for their applications in energy-saving window glasses. In this work, CsxWO3 particles modified with polyvinylpyrrolidone (PVP) as a surfactant are successfully synthesized by a solvothermal method using cheap sodium tungstate (Na2WO4.2H2O) and cesium chloride (CsCl) as raw materials. The results indicate that the CsxWO3 content in the coatings affects the NIR-shielding rate and the optical band gap of the coatings. The NIR-shielding rate of the prepared CsxWO3/PMMA coatings attains more than 70% when visible light transmittance reaches more than 72%. Results also demonstrate the excellent heat insulation ability of the CsxWO3/PMMA coatings through the simulated thermal insulation test.