Hard and ultra-incompressible materials are of great interest due to their important applications in industry. A common route to design hard materials is combining transition metals with light and small covalent elements. Light elements such as carbon, oxygen, nitrogen and boron have been considered as good candidates. This study includes the synthesis of ReB2, OsB2 and another higher boride AlMgB14. Most of the techniques used for ReB2 synthesis reported 1:2.5 Re to B ratio because of the loss of the B during high temperature synthesis. However, as a result of B excess, the amorphous boron, located along the grain boundaries of polycrystalline ReB2, would degrade the ReB2 properties. Therefore, techniques which could allow synthesizing the stoichiometric ReB2 preferably at room temperature are in high demand. This thesis reported the synthesis of ReB2 powders using mechanochemical route by milling elemental crystalline Re and amorphous B powders in the SPEX 8000 high energy ball mill for 80 hours. The formation of boron and perrhenic acids are also reported after ReB2 powder was exposed to the moist air environment for a twelve months period of time. The synthesized ReB2 powder was characterized by X-ray diffraction, scanning electron microscope, transmission electron microscope, secondary ion mass spectrometry and Raman spectroscopy. OsB2 also shows its attractive properties. The hardness of orthorhombic OsB2 was reported to be 37 GPa, when the applied load is lowered to 0.245N. However, only one of the three predicted phases has been synthesized. In this study, the hexagonal OsB2 has been synthesized by the mechanochemical method. The lattice parameters of the Hex-OsB2 are iv α=β=90°, γ=120°; a=b=2.9047 Å, c=7.4500 Å. The synthesized OsB2 powder was annealed at 1050°C for 6 days, but no phase change was found. This shows that the Hex-OsB2 is very stable. Another promising hard material, AlMgB14, was also studied in this thesis. The AlMgB14 was synthesized at 1050 °C under normal pressure. Several different routes were tried and compared. It shows AlMgB14 cannot be synthesized merely by ball milling, which can bring the risk of oxidization. Magnesium metal is preferred to use as one of the raw materials.