[en] As-grown MgNb₂O₆ single crystals grown by the Czochralski method show a deep-blue colour due to the presence of broad optical absorption in the visible spectral region. The absorption of the samples is modified by thermal treatments in air and in vacuum. By heating in air the samples become transparent and by heating in a 1x10^-2 m-bar vacuum a complex and broad absorption is induced. An energy band gap of 5.25±0.15 eV has been determined. Oxidized samples have an absorption edge at 4.20 eV (at 15 K) but some pre-edge absorption is also present. This latter absorption and the associated photoluminescence emission with a maximum at 2.5 eV are attributed to interstitial Nb ions or Nb ions in Mg lattice sites. The optical absorptions induced by X-ray irradiation and vacuum reduction have been discussed in terms of the defects introduced. An absorption band at 2.30 eV induced by X-ray irradiation is attributed to holes trapped in oxygen (O^--bound small polarons). The absorption band at 1.69 eV has been attributed to an electron trapped in Nb⁵⁺ ions (Nb⁴⁺ small polarons). Another absorption observed at 1.20 eV has been ascribed to a Mg-related electron trap centre. The possible presence of bipolaron centres and other electronic traps is discussed. A comparison with the optical absorption bands observed in LiNbO₃ crystals has been established. (author)