The optical and dielectric properties of cesium-doped hexagonal tungsten trioxide (Cs0.33WO3) bulk crystal and nanoparticles, which are employed in solar heat-shielding filter, were investigated by high energy-resolution electron energy-loss spectroscopy (HR-EELS). The EELS spectrum of a Cs0.33WO3 crystal showed a prominent peak at 1.2 eV and a subpeak at 1.7 eV. On the basis of the dielectric function derived from the EELS spectrum, the peaks at 1.2 eV and 1.7 eV were assigned to the volume plasmon excitation of the carrier electrons and electronic excitation, respectively. The EELS spectra of the edge region of individual Cs0.33WO3 nanoparticles exhibited a surface dipole plasmon peak at 0.88 eV and a shoulder structure at 1.4 eV, which corresponded with the optical scattering spectrum. Therefore, it was confirmed that the optical scattering of the filter in the near-infrared region resulted from a surface dipole mode of the plasmon oscillation of the nanoparticles. The peak energies in the experimental spectra of the nanoparticle could not be reproduced by the derived dielectric function of the Cs0.33WO3 crystal. On the basis of the EELS and annular dark-field scanning transmission electron microscopy observations, this inconsistent result was attributed to Cs atom deficiency in the surface region of the nanoparticles.