We report for the first time the synthesis of nanopowders of TbN, DyN and HoN crystallized in a cubic structure by the plasma arc discharge (PAD) method and investigate their magnetocaloric properties for magnetic refrigeration applications. The nitridization of terbium, dysprosium and holmium was obtained using a mixture of nitrogen and argon gas inside a discharge chamber with 4 kPa pressure. The structural and microstructural properties of these rare earth nitrides were investigated by using X-ray diffraction and transmission electron microscopy. The studied nitrides undergo a second-order ferromagnetic to paramagnetic phase transition at Curie temperatures of 35.7, 19.9 and 14.2 K for TbN, DyN and HoN, respectively. The magnetocaloric effects were estimated by calculating the magnetic entropy changes from the magnetization data sets measured at the different applied magnetic fields and temperatures. The changes in entropy -ΔSM were found to be 12.0, 13.6 and 24.5 J kg(-1) K(-1) at an applied magnetic field of 5 T.