Gd₂O₃:Ln@mSiO₂ hollow nanospheres (Gd₂O₃:Ln hollow spheres coated by a mesoporous silica layer) were successfully synthesized through a self-template method using Gd(OH)CO₃ as template to form hollow precursors (named HPs), which involved the incorporation of the rare earth compound into the interior of the hydrophilic carbon shell, followed by coating with a mesoporous silica shell, and subsequent calcination in air. X-ray diffraction (XRD), scanning electron microscopy (SEM), transmission electron microscopy (TEM), Fourier transform infrared (FT-IR) spectroscopy, thermogravimetric and differential thermal analyses (TG-DTA), photoluminescence spectroscopy, kinetic decays as well as N₂ adsorption/desorption were employed to characterize the composites. The results indicate that the uniform Gd₂O₃:Ln@mSiO₂ composite with the particle size around 300 nm maintains the spherical morphology and good dispersibility of the precursor. Interestingly, the composite has a double-shell structure including an inner shell of Gd₂O₃ and an outer shell of mesoporous silica. Moreover, they also exhibit bright red (Eu³⁺, ⁵D₀ → ⁷F₂) down-conversion (DC) emission and characteristic up-conversion (UC) emissions of Yb³⁺/Er³⁺. Under beam excitation, the hollow structured sample emits, which should have potential applications in biomedicine and other fields.