This work is devoted to the study of exchange interactions between rare earth atoms in the LaAlO3 matrix. Using the magnetic dilution method, the study of concentration and temperature dependences of magnetic susceptibility and effective magnetic moments of diluted solid solutions the magnetic characteristics of single rare earth atoms and the character of superexchange between them are described—antiferromagnetic at low concentrations, and for samarium, predominantly ferromagnetic within greater clusters as the concentration increases. The development of superexchange is similar to the exchange between d-elements in the same matrix.