Understanding the phononic origin of the infrared dielectric properties of yttria (Y₂O₃) and other rare-earth sesquioxides (RE₂O₃) is a fundamental task in the search of appropriate RE₂O₃ materials that serve particular infrared optical applications. We herein investigate the infrared dielectric properties of RE₂O₃ (RE = Y, Gd, Ho, Lu) using DFT-based phonon calculations and Lorentz oscillator model. The abundant IR-active optical phonon modes that are available for effective absorption of photons result in high reflectance of RE₂O₃, among which four IR-active modes originated from large distortions of REO₆ octahedra are found to contribute dominantly to the phonon dielectric constants. Particularly, the present calculation method by considering one-phonon absorption process is demonstrated with good reliability in predicting the infrared dielectric parameters of RE₂O₃ at the far-infrared as well as the vicinity of mid-infrared region, and the potential cutoff frequency/wavelength of its applicability is disclosed as characterized by the maximum frequency of IR-active longitudinal phonon modes. The results deepen the understanding on infrared dielectric properties of RE₂O₃, and aid the computational design of materials with appropriate infrared properties.