Constructing core-shell structures can effectively reduce the surface quenching effect of luminescent materials, which becomes an effective method to enhance upconversion luminescence. In this work, a series of NaLnF<sub>4</sub>@NaLnF<sub>4</sub> (Ln = Y<sup>3+</sup>, Yb<sup>3+</sup>, Ho<sup>3+</sup>) core-shell microcrystals is successfully synthesized based on epitaxial growth technology, thereby enhancing and regulating the upconversion emission of Ho<sup>3+</sup> ions. The results of the XRD and SEM indicate that the NaLnF<sub>4</sub>@NaLnF<sub>4</sub> core-shell microcrystal possesses a pure hexagonal-phase crystal structure with a rod-like shape. Meanwhile, it is found that the epitaxial growth direction of the micro-shell is not affected by the crystal characteristics in the core, but determined by the crystal characteristics of the shell. Under 980 nm near-infrared laser excitation, the upconversion luminescence properties of single microrods with different core-shell structures are investigated via a confocal microscope spectroscopy. It is found that in the NaLnF<sub>4</sub> micro-crystal, the coated NaYF<sub>4</sub> inert shell can also effectively reduce the quenching effect on the surface of the micro-crystal for enhancing upconversion emission. When the Yb<sup>3+</sup> ions are introduced into NaYF<sub>4</sub> or NaYbF<sub>4</sub> active shell that is coated, the Yb<sup>3+</sup> ions in the shell can effectively transfer excitation energy to Yb<sup>3+</sup> in the core through energy migration, and then establish new energy transfer channels, thereby realizing the Ho<sup>3+</sup> ion luminescence enhancement. For NaHoF<sub>4</sub>@NaYbF<sub>4</sub> core-shell microrods, the Yb<sup>3+</sup> in the shell can transfer more excitation energy to Ho<sup>3+</sup> ions at the adjacent interface for enhancing the overall luminescence intensity, and its higher red-green ratio is mainly due to the cross-relaxation process occurring between the Ho<sup>3+</sup> ions at high doping concentration of Ho<sup>3+</sup> in the NaHoF<sub>4</sub> core. Meanwhile, the luminescence process of the micron core-shell system is further confirmed based on the luminescence characteristics of different structures and the dynamic luminescence process. It can be seen that constructing different micron core-shell structures and introducing sensitizing ions, can not only effectively enhance the luminous intensity of the micron materials, but also adjust the output color. Therefore, this research is an important experimental reference for enhancing the luminous intensity of the micron system and the precise adjustment of luminescence, and can effectively expand the applications of micron crystals in the fields of displays, micron lasers and anti-counterfeiting.