In this research, a series of Tb3+ and/or Eu3+ doped KBaGd(WO4)3 (KBGW for short) phoshpors were prepared by sol-gel method and characterized by X-ray diffraction (XRD), FT-IR and Raman spectra, scanning electron microscope (SEM), excitation and emission spectra, and luminescent decay curves. The results of XRD, SEM, FT-IR and Raman spectra confirmed that a single phase of KBGW with smooth surface and uniform particle size can be synthesized by sol-gel method. Under 250 or 378 nm excitation, multicolor tunable emissions from green to red were achieved in the KBGW:Tb3+, Eu3+ phosphors by suitably controlling the ratios of Eu3+/Tb3+. The energy transfer efficiencies and mechanisms between Eu3+ and Tb3+ were investigated on the basis of photoluminescence (PL) spectra and luminescent decay curves, and a graphic analysis on the energy transfer process between Tb3+ and Eu3+ was presented. The temperature-dependent PL spectra of Eu3+ and/or Tb3+ doped KBGW were recorded and the thermal quenching behavior of the phosphors was analyzed in the framework of crossover model. At the end, green, red and white LEDs were fabricated with the as-prepared KBGW:Tb3+/Eu3+ phosphors, and the excellent electroluminescence parameters suggest that the KBGW:Tb3+/Eu3+ phosphors may be a component candidate for NUV excited WLEDs.