A wide majority of the organic-inorganic hybrid perovskites employed in photovoltaics contain Pb, which is a negative issue due to its high toxicity and the low stability of the Pb-based three-dimensional (3D) perovskites. The double perovskites or "elpasolites" with the formula A2BB′X6 arise as an alternative to avoid the use of Pb, however, not many of the theoretically predicted structures have been synthesized so far due to several synthetic issues, such as, the formation of stable side products. Herein, we report the synthesis of three double perovskites, Cs2AgBiBr6, MA2TlBiBr6 and Cs2AgSbBr6, through a highly efficient and reproducible mechanochemical approach: the high energy ball milling. This synthetic approach does not require the use of organic solvents, so it is a greener method compared to those reported for other double perovskites. The Cs2AgBiBr6 and MA2TlBiBr6 double perovskites were synthesized with high purity as proved by X-ray diffraction (XRD) and X-ray fluorescence (XRF) measurements. However, the Cs2AgSbBr6 double perovskite was obtained in mixture with Cs3Sb2Br9, a side product of the reaction. Several attempts to prepare the Cs2AgSbBr6 double perovskite by using other synthetic methods have been unsuccessful due to the low formation enthalpy of the Cs3Sb2Br9 side product and only the hydrothermal method afforded Cs2AgSbBr6 in mixture with other compounds. We believe that the low temperature required in the ball milling synthesis is the key factor that allows the formation of the antimony double perovskite. Cs2AgSbBr6 is a brown powder with a bandgap energy of 1.93 eV as shown with diffuse reflectance measurements. The three powders exhibit a very high stability with no changes at all in the crystal structure after several months of storage at room temperature and ambient humidity.