This thesis reports photoluminescence studies of trivalent lanthanidedoped oxide and phosphate nanoparticles, respectively, (Gd,Eu)2O3 and (Gd,Yb,Er)2O3 nanorods, and (Gd,Yb,Tb)PO4 nanocrystals, and demonstrates applications of these materials in smart coatings, temperature sensing and bioimaging. The emission and excitation spectra, excited-state lifetimes and energy transfer processes of these nanosystems are investigated in detail. The energy-transfer between the C2 and S6 Eu3+ sites in Gd2O3 nanorods is examined. The contribution of the inter-site energy-transfer mechanisms to the 5D0(C2) rise time is ruled out. It is shown that the direct 5D1(C2) to 5D0(C2) relaxation (i.e., inter-level energy-transfer) is the only path responsible for the rise time effect. The larger 5D0(C2) nanorods decay time in air (relatively to decay time of the bulk counterparts) is attributed to both, the small filling factor of the nanorods, and the change in the effective-refractive index of the milieu surrounding the Eu3+ ions. (Gd,Eu)2O3 nanorods dispersed in three commercially-available photocurable epoxy resins via UV-curing afford photoactive epoxy-(Gd,Eu)2O3 nanocomposites. The polymerization kinetics, thermal and photoluminescence properties of the nanocomposites are studied. The nanocomposites preserve the typical Eu3+ emission properties, showing the potential of the UV-curing method to yield photoactive smart coatings. Considered a breakthrough, a single optical heater-thermometer nanoplatform, able to measure a very wide range temperatures (300 - 2000 K) at the nanoscale, based on (Gd,Yb,Er)2O3 nanorods (thermometers) surface coated with gold nanoparticles (heaters) is reported. The local temperature is calculated using either the Boltzmann’s distribution (300 - 1050 K) of the Er3+ up-conversion 2H11=2!4I15=2/4S3=2!4I15=2 intensity ratio, or Planck’s law (1200 - 2000 K) for a white-light emission ascribed to blackbody radiation. Finally, the down-shifting and up-conversion photoluminescence properties of (Gd,Yb,Tb)PO4 nanocrystals synthesized via the hydrothermal route are studied. The 1H magnetic resonance relaxivity properties of these materials are also evaluated, aiming at applications in bimodal (luminescence and nuclear magnetic resonance) imaging.