The extinction coefficient of Pr, Eu and Tm thin films prepared by evaporation in ultra high vacuum has been obtained in the spectral ranges 4-1600, 8.3-1400 and 10-1400 eV, respectively. These data were calculated from experimental values of the transmittance of the films performed in situ, which means that the samples were not exposed to the atmosphere before and during their characterization. Several films of increasing thickness were deposited onto grids coated with a thin C support film. The results show that Pr, Eu and Tm, similar to other lanthanides, have a lowabsorption band right below the O2,3 edge onset, with lowest absorption measured at about 16.9, 16.7 and 23 eV, respectively. Therefore, these materials are promising for filters and multilayer coatings in the energy range below O2,3 edge in which materials typically present a strong absorption. In the cases of Pr and Eu the sum rule was applied to the extinction coefficient data in the whole spectrum, that included the current data along with those of the literature and extrapolations. The obtained values of the number of electrons contributing to the optical properties of the materials were close to predictions, which shows the consistency of current data. In the case of Pr, the real part of the index of refraction was also calculated through the Kramers-Kronig analysis, and the consistency of the results was assessed by means of the inertial sum rule.