We report on optical studies of the thin films of multiferroic hexagonal (P.G. 6mm) rare-earth orthoferrites RFeO3 (R=Ho, Er, Lu) grown epitaxially on a (111)-surface of ZrO2(Y2O3) substrate. The optical absorption study in the range of 0.6-5.6 eV shows that the films are transparent below 1.9 eV; above this energy four broad intense absorption bands are distinguished. The absorption spectra are analyzed taking into account the unusual fivefold coordination of the Fe(3+) ion. Temperature dependence of the optical absorption at 4.9 eV shows anomaly at 124 K, which we attribute to magnetic ordering of iron sublattices.