A systematic quantum mechanical study of σ-hole (chalcogen, pnicogen, and halogen) bonding in neutral experimentally known closo-heteroboranes is performed. Chalcogens and pnicogens are incorporated in the borane cage, whereas halogens are considered as exo-substituents of dicarbaboranes. The chalcogen and pnicogen atoms in the heteroborane cages have partial positive charge and thus more positive σ-holes. Consequently, these heteroboranes form very strong chalcogen and pnicogen bonds. Halogen atoms in dicarbaboranes also have a highly positive σ-hole, but only in the case of C-bonded halogen atoms. In such cases, the halogen bond of heteroboranes is also strong and comparable to halogen bonds in organic compounds with several electron-withdrawing groups being close to the halogen atom involved in the halogen bond.