Doping concentration dependent photoluminescence (PL) and afterglow of CaAl2O4:Eu2+ were investigated to clarify the afterglow mechanisms of CaAl2O4:Eu2+. The steady-state PL spectrum of CaAl2O4:Eu2+ is found to evolve with doping concentration. Contrarily, the afterglow spectrum of CaAl2O4:Eu2+ is broad in profile peaking at about 440 nm with the emission energy of the afterglow independent on doping concentration. Our results demonstrate that: (i) dopant Eu2+ works as a sensitizer to enhance the ultraviolet absorption of CaAl2O4; and (ii) the oxygen and calcium vacancies in CaAl2O4 are responsible for the PL and afterglow of CaAl2O4:Eu2+. Assuming oxygen and calcium vacancies as the luminescence center of afterglow, a model is presented. In addition to having disputed the general belief of Eu2+ acting as the luminescence center of afterglow for CaAl2O4:Eu2+, this model clears some ambiguities and resolves the puzzle on the doping concentration independent emission energy of the afterglow of CaAl2O4:Eu2+.